CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 0.8961 0.8918 -0.0043 -0.5% 0.9128
High 0.8965 0.8918 -0.0047 -0.5% 0.9159
Low 0.8876 0.8830 -0.0046 -0.5% 0.8865
Close 0.8917 0.8880 -0.0037 -0.4% 0.8967
Range 0.0089 0.0088 -0.0001 -1.1% 0.0294
ATR 0.0101 0.0100 -0.0001 -0.9% 0.0000
Volume 798 1,536 738 92.5% 3,729
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9140 0.9098 0.8928
R3 0.9052 0.9010 0.8904
R2 0.8964 0.8964 0.8896
R1 0.8922 0.8922 0.8888 0.8899
PP 0.8876 0.8876 0.8876 0.8865
S1 0.8834 0.8834 0.8872 0.8811
S2 0.8788 0.8788 0.8864
S3 0.8700 0.8746 0.8856
S4 0.8612 0.8658 0.8832
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9879 0.9717 0.9129
R3 0.9585 0.9423 0.9048
R2 0.9291 0.9291 0.9021
R1 0.9129 0.9129 0.8994 0.9063
PP 0.8997 0.8997 0.8997 0.8964
S1 0.8835 0.8835 0.8940 0.8769
S2 0.8703 0.8703 0.8913
S3 0.8409 0.8541 0.8886
S4 0.8115 0.8247 0.8805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9005 0.8830 0.0175 2.0% 0.0086 1.0% 29% False True 1,121
10 0.9159 0.8830 0.0329 3.7% 0.0097 1.1% 15% False True 829
20 0.9159 0.8769 0.0390 4.4% 0.0096 1.1% 28% False False 752
40 0.9210 0.8769 0.0441 5.0% 0.0105 1.2% 25% False False 519
60 0.9551 0.8769 0.0782 8.8% 0.0107 1.2% 14% False False 372
80 1.0090 0.8769 0.1321 14.9% 0.0096 1.1% 8% False False 281
100 1.0359 0.8769 0.1590 17.9% 0.0080 0.9% 7% False False 225
120 1.0359 0.8769 0.1590 17.9% 0.0066 0.7% 7% False False 188
Crabel Price Patterns
NR True
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9292
2.618 0.9148
1.618 0.9060
1.000 0.9006
0.618 0.8972
HIGH 0.8918
0.618 0.8884
0.500 0.8874
0.382 0.8864
LOW 0.8830
0.618 0.8776
1.000 0.8742
1.618 0.8688
2.618 0.8600
4.250 0.8456
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 0.8878 0.8918
PP 0.8876 0.8905
S1 0.8874 0.8893

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

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