CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 0.9489 0.9521 0.0032 0.3% 0.9387
High 0.9520 0.9613 0.0093 1.0% 0.9446
Low 0.9461 0.9491 0.0030 0.3% 0.9345
Close 0.9517 0.9599 0.0082 0.9% 0.9430
Range 0.0059 0.0122 0.0063 106.8% 0.0101
ATR 0.0079 0.0082 0.0003 3.9% 0.0000
Volume 62,766 78,074 15,308 24.4% 337,664
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9934 0.9888 0.9666
R3 0.9812 0.9766 0.9633
R2 0.9690 0.9690 0.9621
R1 0.9644 0.9644 0.9610 0.9667
PP 0.9568 0.9568 0.9568 0.9579
S1 0.9522 0.9522 0.9588 0.9545
S2 0.9446 0.9446 0.9577
S3 0.9324 0.9400 0.9565
S4 0.9202 0.9278 0.9532
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 0.9613 0.9390 0.0223 2.3% 0.0077 0.8% 94% True False 62,283
10 0.9613 0.9345 0.0268 2.8% 0.0072 0.8% 95% True False 65,518
20 0.9613 0.9235 0.0378 3.9% 0.0075 0.8% 96% True False 68,390
40 0.9613 0.8830 0.0783 8.2% 0.0086 0.9% 98% True False 49,889
60 0.9613 0.8769 0.0844 8.8% 0.0092 1.0% 98% True False 33,470
80 0.9613 0.8769 0.0844 8.8% 0.0096 1.0% 98% True False 25,142
100 0.9626 0.8769 0.0857 8.9% 0.0098 1.0% 97% False False 20,123
120 1.0197 0.8769 0.1428 14.9% 0.0090 0.9% 58% False False 16,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0132
2.618 0.9932
1.618 0.9810
1.000 0.9735
0.618 0.9688
HIGH 0.9613
0.618 0.9566
0.500 0.9552
0.382 0.9538
LOW 0.9491
0.618 0.9416
1.000 0.9369
1.618 0.9294
2.618 0.9172
4.250 0.8973
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 0.9583 0.9575
PP 0.9568 0.9550
S1 0.9552 0.9526

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

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