CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 0.9028 0.9067 0.0039 0.4% 0.8834
High 0.9086 0.9119 0.0033 0.4% 0.9140
Low 0.9011 0.8989 -0.0022 -0.2% 0.8769
Close 0.9070 0.9069 -0.0001 0.0% 0.9140
Range 0.0075 0.0130 0.0055 73.3% 0.0371
ATR 0.0105 0.0106 0.0002 1.7% 0.0000
Volume 331 989 658 198.8% 2,679
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9449 0.9389 0.9141
R3 0.9319 0.9259 0.9105
R2 0.9189 0.9189 0.9093
R1 0.9129 0.9129 0.9081 0.9159
PP 0.9059 0.9059 0.9059 0.9074
S1 0.8999 0.8999 0.9057 0.9029
S2 0.8929 0.8929 0.9045
S3 0.8799 0.8869 0.9033
S4 0.8669 0.8739 0.8998
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0129 1.0006 0.9344
R3 0.9758 0.9635 0.9242
R2 0.9387 0.9387 0.9208
R1 0.9264 0.9264 0.9174 0.9326
PP 0.9016 0.9016 0.9016 0.9047
S1 0.8893 0.8893 0.9106 0.8955
S2 0.8645 0.8645 0.9072
S3 0.8274 0.8522 0.9038
S4 0.7903 0.8151 0.8936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9145 0.8989 0.0156 1.7% 0.0094 1.0% 51% False True 659
10 0.9145 0.8769 0.0376 4.1% 0.0100 1.1% 80% False False 629
20 0.9210 0.8769 0.0441 4.9% 0.0103 1.1% 68% False False 570
40 0.9233 0.8769 0.0464 5.1% 0.0108 1.2% 65% False False 368
60 0.9663 0.8769 0.0894 9.9% 0.0106 1.2% 34% False False 251
80 1.0197 0.8769 0.1428 15.7% 0.0088 1.0% 21% False False 190
100 1.0359 0.8769 0.1590 17.5% 0.0071 0.8% 19% False False 152
120 1.0359 0.8769 0.1590 17.5% 0.0060 0.7% 19% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9672
2.618 0.9459
1.618 0.9329
1.000 0.9249
0.618 0.9199
HIGH 0.9119
0.618 0.9069
0.500 0.9054
0.382 0.9039
LOW 0.8989
0.618 0.8909
1.000 0.8859
1.618 0.8779
2.618 0.8649
4.250 0.8437
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 0.9064 0.9064
PP 0.9059 0.9059
S1 0.9054 0.9054

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

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