CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 0.8891 0.8861 -0.0030 -0.3% 0.9200
High 0.8912 0.8895 -0.0017 -0.2% 0.9202
Low 0.8831 0.8795 -0.0036 -0.4% 0.8795
Close 0.8859 0.8833 -0.0026 -0.3% 0.8833
Range 0.0081 0.0100 0.0019 23.5% 0.0407
ATR 0.0112 0.0111 -0.0001 -0.8% 0.0000
Volume 1,455 916 -539 -37.0% 4,814
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9141 0.9087 0.8888
R3 0.9041 0.8987 0.8861
R2 0.8941 0.8941 0.8851
R1 0.8887 0.8887 0.8842 0.8864
PP 0.8841 0.8841 0.8841 0.8830
S1 0.8787 0.8787 0.8824 0.8764
S2 0.8741 0.8741 0.8815
S3 0.8641 0.8687 0.8806
S4 0.8541 0.8587 0.8778
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0164 0.9906 0.9057
R3 0.9757 0.9499 0.8945
R2 0.9350 0.9350 0.8908
R1 0.9092 0.9092 0.8870 0.9018
PP 0.8943 0.8943 0.8943 0.8906
S1 0.8685 0.8685 0.8796 0.8611
S2 0.8536 0.8536 0.8758
S3 0.8129 0.8278 0.8721
S4 0.7722 0.7871 0.8609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9202 0.8795 0.0407 4.6% 0.0112 1.3% 9% False True 962
10 0.9210 0.8795 0.0415 4.7% 0.0107 1.2% 9% False True 588
20 0.9210 0.8795 0.0415 4.7% 0.0111 1.3% 9% False True 381
40 0.9502 0.8795 0.0707 8.0% 0.0110 1.2% 5% False True 240
60 1.0000 0.8795 0.1205 13.6% 0.0098 1.1% 3% False True 162
80 1.0359 0.8795 0.1564 17.7% 0.0077 0.9% 2% False True 123
100 1.0359 0.8795 0.1564 17.7% 0.0062 0.7% 2% False True 98
120 1.0359 0.8795 0.1564 17.7% 0.0052 0.6% 2% False True 83
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9320
2.618 0.9157
1.618 0.9057
1.000 0.8995
0.618 0.8957
HIGH 0.8895
0.618 0.8857
0.500 0.8845
0.382 0.8833
LOW 0.8795
0.618 0.8733
1.000 0.8695
1.618 0.8633
2.618 0.8533
4.250 0.8370
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 0.8845 0.8888
PP 0.8841 0.8870
S1 0.8837 0.8851

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

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