CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 0.9495 0.9448 -0.0047 -0.5% 0.9609
High 0.9546 0.9523 -0.0023 -0.2% 0.9679
Low 0.9495 0.9448 -0.0047 -0.5% 0.9485
Close 0.9510 0.9505 -0.0005 -0.1% 0.9510
Range 0.0051 0.0075 0.0024 47.1% 0.0194
ATR 0.0067 0.0068 0.0001 0.8% 0.0000
Volume 6 4 -2 -33.3% 68
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 0.9717 0.9686 0.9546
R3 0.9642 0.9611 0.9526
R2 0.9567 0.9567 0.9519
R1 0.9536 0.9536 0.9512 0.9552
PP 0.9492 0.9492 0.9492 0.9500
S1 0.9461 0.9461 0.9498 0.9477
S2 0.9417 0.9417 0.9491
S3 0.9342 0.9386 0.9484
S4 0.9267 0.9311 0.9464
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0140 1.0019 0.9617
R3 0.9946 0.9825 0.9563
R2 0.9752 0.9752 0.9546
R1 0.9631 0.9631 0.9528 0.9595
PP 0.9558 0.9558 0.9558 0.9540
S1 0.9437 0.9437 0.9492 0.9401
S2 0.9364 0.9364 0.9474
S3 0.9170 0.9243 0.9457
S4 0.8976 0.9049 0.9403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9663 0.9448 0.0215 2.3% 0.0084 0.9% 27% False True 13
10 0.9758 0.9448 0.0310 3.3% 0.0064 0.7% 18% False True 8
20 1.0192 0.9448 0.0744 7.8% 0.0052 0.5% 8% False True 9
40 1.0359 0.9448 0.0911 9.6% 0.0030 0.3% 6% False True 5
60 1.0359 0.9448 0.0911 9.6% 0.0021 0.2% 6% False True 4
80 1.0359 0.9448 0.0911 9.6% 0.0016 0.2% 6% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9842
2.618 0.9719
1.618 0.9644
1.000 0.9598
0.618 0.9569
HIGH 0.9523
0.618 0.9494
0.500 0.9486
0.382 0.9477
LOW 0.9448
0.618 0.9402
1.000 0.9373
1.618 0.9327
2.618 0.9252
4.250 0.9129
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 0.9499 0.9504
PP 0.9492 0.9504
S1 0.9486 0.9503

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These figures are updated between 7pm and 10pm EST after a trading day.

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