CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 0.9135 0.9087 -0.0048 -0.5% 0.8992
High 0.9135 0.9140 0.0005 0.1% 0.9195
Low 0.9050 0.9066 0.0016 0.2% 0.8944
Close 0.9076 0.9102 0.0026 0.3% 0.9102
Range 0.0085 0.0074 -0.0011 -12.9% 0.0251
ATR 0.0115 0.0112 -0.0003 -2.5% 0.0000
Volume 152 146 -6 -3.9% 896
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9325 0.9287 0.9143
R3 0.9251 0.9213 0.9122
R2 0.9177 0.9177 0.9116
R1 0.9139 0.9139 0.9109 0.9158
PP 0.9103 0.9103 0.9103 0.9112
S1 0.9065 0.9065 0.9095 0.9084
S2 0.9029 0.9029 0.9088
S3 0.8955 0.8991 0.9082
S4 0.8881 0.8917 0.9061
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9833 0.9719 0.9240
R3 0.9582 0.9468 0.9171
R2 0.9331 0.9331 0.9148
R1 0.9217 0.9217 0.9125 0.9274
PP 0.9080 0.9080 0.9080 0.9109
S1 0.8966 0.8966 0.9079 0.9023
S2 0.8829 0.8829 0.9056
S3 0.8578 0.8715 0.9033
S4 0.8327 0.8464 0.8964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.8944 0.0251 2.8% 0.0096 1.1% 63% False False 179
10 0.9204 0.8910 0.0294 3.2% 0.0115 1.3% 65% False False 175
20 0.9233 0.8910 0.0323 3.5% 0.0109 1.2% 59% False False 166
40 0.9626 0.8910 0.0716 7.9% 0.0106 1.2% 27% False False 96
60 1.0197 0.8910 0.1287 14.1% 0.0084 0.9% 15% False False 66
80 1.0359 0.8910 0.1449 15.9% 0.0065 0.7% 13% False False 50
100 1.0359 0.8910 0.1449 15.9% 0.0052 0.6% 13% False False 40
120 1.0359 0.8910 0.1449 15.9% 0.0043 0.5% 13% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0029
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9455
2.618 0.9334
1.618 0.9260
1.000 0.9214
0.618 0.9186
HIGH 0.9140
0.618 0.9112
0.500 0.9103
0.382 0.9094
LOW 0.9066
0.618 0.9020
1.000 0.8992
1.618 0.8946
2.618 0.8872
4.250 0.8752
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 0.9103 0.9123
PP 0.9103 0.9116
S1 0.9102 0.9109

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

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