CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 0.8918 0.8878 -0.0040 -0.4% 0.9128
High 0.8918 0.8917 -0.0001 0.0% 0.9159
Low 0.8830 0.8856 0.0026 0.3% 0.8865
Close 0.8880 0.8872 -0.0008 -0.1% 0.8967
Range 0.0088 0.0061 -0.0027 -30.7% 0.0294
ATR 0.0100 0.0098 -0.0003 -2.8% 0.0000
Volume 1,536 1,976 440 28.6% 3,729
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9065 0.9029 0.8906
R3 0.9004 0.8968 0.8889
R2 0.8943 0.8943 0.8883
R1 0.8907 0.8907 0.8878 0.8895
PP 0.8882 0.8882 0.8882 0.8875
S1 0.8846 0.8846 0.8866 0.8834
S2 0.8821 0.8821 0.8861
S3 0.8760 0.8785 0.8855
S4 0.8699 0.8724 0.8838
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% 0.0075 0.8% 24% False False 1,360
10 0.9159 0.8830 0.0329 3.7% 0.0090 1.0% 13% False False 928
20 0.9159 0.8769 0.0390 4.4% 0.0095 1.1% 26% False False 778
40 0.9210 0.8769 0.0441 5.0% 0.0104 1.2% 23% False False 565
60 0.9551 0.8769 0.0782 8.8% 0.0107 1.2% 13% False False 405
80 1.0033 0.8769 0.1264 14.2% 0.0096 1.1% 8% False False 306
100 1.0359 0.8769 0.1590 17.9% 0.0080 0.9% 6% False False 245
120 1.0359 0.8769 0.1590 17.9% 0.0067 0.8% 6% False False 204
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.9176
2.618 0.9077
1.618 0.9016
1.000 0.8978
0.618 0.8955
HIGH 0.8917
0.618 0.8894
0.500 0.8887
0.382 0.8879
LOW 0.8856
0.618 0.8818
1.000 0.8795
1.618 0.8757
2.618 0.8696
4.250 0.8597
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 0.8887 0.8898
PP 0.8882 0.8889
S1 0.8877 0.8881

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

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