CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 0.9061 0.8995 -0.0066 -0.7% 0.9116
High 0.9061 0.9000 -0.0061 -0.7% 0.9145
Low 0.8959 0.8898 -0.0061 -0.7% 0.8989
Close 0.9024 0.8957 -0.0067 -0.7% 0.9128
Range 0.0102 0.0102 0.0000 0.0% 0.0156
ATR 0.0106 0.0107 0.0001 1.4% 0.0000
Volume 307 502 195 63.5% 3,142
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9258 0.9209 0.9013
R3 0.9156 0.9107 0.8985
R2 0.9054 0.9054 0.8976
R1 0.9005 0.9005 0.8966 0.8979
PP 0.8952 0.8952 0.8952 0.8938
S1 0.8903 0.8903 0.8948 0.8877
S2 0.8850 0.8850 0.8938
S3 0.8748 0.8801 0.8929
S4 0.8646 0.8699 0.8901
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9555 0.9498 0.9214
R3 0.9399 0.9342 0.9171
R2 0.9243 0.9243 0.9157
R1 0.9186 0.9186 0.9142 0.9215
PP 0.9087 0.9087 0.9087 0.9102
S1 0.9030 0.9030 0.9114 0.9059
S2 0.8931 0.8931 0.9099
S3 0.8775 0.8874 0.9085
S4 0.8619 0.8718 0.9042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9159 0.8898 0.0261 2.9% 0.0107 1.2% 23% False True 537
10 0.9159 0.8888 0.0271 3.0% 0.0104 1.2% 25% False False 548
20 0.9202 0.8769 0.0433 4.8% 0.0103 1.2% 43% False False 631
40 0.9233 0.8769 0.0464 5.2% 0.0107 1.2% 41% False False 394
60 0.9626 0.8769 0.0857 9.6% 0.0107 1.2% 22% False False 279
80 1.0197 0.8769 0.1428 15.9% 0.0092 1.0% 13% False False 211
100 1.0359 0.8769 0.1590 17.8% 0.0075 0.8% 12% False False 169
120 1.0359 0.8769 0.1590 17.8% 0.0063 0.7% 12% False False 141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0020
Fibonacci Retracements and Extensions
4.250 0.9434
2.618 0.9267
1.618 0.9165
1.000 0.9102
0.618 0.9063
HIGH 0.9000
0.618 0.8961
0.500 0.8949
0.382 0.8937
LOW 0.8898
0.618 0.8835
1.000 0.8796
1.618 0.8733
2.618 0.8631
4.250 0.8465
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 0.8954 0.9029
PP 0.8952 0.9005
S1 0.8949 0.8981

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

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