CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 0.9454 0.9489 0.0035 0.4% 0.9387
High 0.9510 0.9520 0.0010 0.1% 0.9446
Low 0.9439 0.9461 0.0022 0.2% 0.9345
Close 0.9469 0.9517 0.0048 0.5% 0.9430
Range 0.0071 0.0059 -0.0012 -16.9% 0.0101
ATR 0.0081 0.0079 -0.0002 -1.9% 0.0000
Volume 69,328 62,766 -6,562 -9.5% 337,664
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9676 0.9656 0.9549
R3 0.9617 0.9597 0.9533
R2 0.9558 0.9558 0.9528
R1 0.9538 0.9538 0.9522 0.9548
PP 0.9499 0.9499 0.9499 0.9505
S1 0.9479 0.9479 0.9512 0.9489
S2 0.9440 0.9440 0.9506
S3 0.9381 0.9420 0.9501
S4 0.9322 0.9361 0.9485
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9710 0.9671 0.9486
R3 0.9609 0.9570 0.9458
R2 0.9508 0.9508 0.9449
R1 0.9469 0.9469 0.9439 0.9489
PP 0.9407 0.9407 0.9407 0.9417
S1 0.9368 0.9368 0.9421 0.9388
S2 0.9306 0.9306 0.9411
S3 0.9205 0.9267 0.9402
S4 0.9104 0.9166 0.9374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9520 0.9350 0.0170 1.8% 0.0069 0.7% 98% True False 64,049
10 0.9520 0.9323 0.0197 2.1% 0.0065 0.7% 98% True False 64,259
20 0.9520 0.9235 0.0285 3.0% 0.0074 0.8% 99% True False 69,450
40 0.9520 0.8830 0.0690 7.3% 0.0085 0.9% 100% True False 47,950
60 0.9520 0.8769 0.0751 7.9% 0.0092 1.0% 100% True False 32,170
80 0.9520 0.8769 0.0751 7.9% 0.0096 1.0% 100% True False 24,167
100 0.9626 0.8769 0.0857 9.0% 0.0098 1.0% 87% False False 19,342
120 1.0197 0.8769 0.1428 15.0% 0.0089 0.9% 52% False False 16,120
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9771
2.618 0.9674
1.618 0.9615
1.000 0.9579
0.618 0.9556
HIGH 0.9520
0.618 0.9497
0.500 0.9491
0.382 0.9484
LOW 0.9461
0.618 0.9425
1.000 0.9402
1.618 0.9366
2.618 0.9307
4.250 0.9210
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 0.9508 0.9496
PP 0.9499 0.9476
S1 0.9491 0.9455

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

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