CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 0.9619 0.9672 0.0053 0.6% 0.9398
High 0.9695 0.9725 0.0030 0.3% 0.9649
Low 0.9609 0.9573 -0.0036 -0.4% 0.9390
Close 0.9671 0.9585 -0.0086 -0.9% 0.9631
Range 0.0086 0.0152 0.0066 76.7% 0.0259
ATR 0.0079 0.0084 0.0005 6.6% 0.0000
Volume 77,313 99,359 22,046 28.5% 314,002
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0084 0.9986 0.9669
R3 0.9932 0.9834 0.9627
R2 0.9780 0.9780 0.9613
R1 0.9682 0.9682 0.9599 0.9655
PP 0.9628 0.9628 0.9628 0.9614
S1 0.9530 0.9530 0.9571 0.9503
S2 0.9476 0.9476 0.9557
S3 0.9324 0.9378 0.9543
S4 0.9172 0.9226 0.9501
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0334 1.0241 0.9773
R3 1.0075 0.9982 0.9702
R2 0.9816 0.9816 0.9678
R1 0.9723 0.9723 0.9655 0.9770
PP 0.9557 0.9557 0.9557 0.9580
S1 0.9464 0.9464 0.9607 0.9511
S2 0.9298 0.9298 0.9584
S3 0.9039 0.9205 0.9560
S4 0.8780 0.8946 0.9489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9725 0.9491 0.0234 2.4% 0.0095 1.0% 40% True False 74,587
10 0.9725 0.9350 0.0375 3.9% 0.0082 0.9% 63% True False 69,318
20 0.9725 0.9235 0.0490 5.1% 0.0078 0.8% 71% True False 69,432
40 0.9725 0.8830 0.0895 9.3% 0.0086 0.9% 84% True False 57,159
60 0.9725 0.8769 0.0956 10.0% 0.0090 0.9% 85% True False 38,368
80 0.9725 0.8769 0.0956 10.0% 0.0096 1.0% 85% True False 28,821
100 0.9725 0.8769 0.0956 10.0% 0.0099 1.0% 85% True False 23,071
120 1.0090 0.8769 0.1321 13.8% 0.0092 1.0% 62% False False 19,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.0371
2.618 1.0123
1.618 0.9971
1.000 0.9877
0.618 0.9819
HIGH 0.9725
0.618 0.9667
0.500 0.9649
0.382 0.9631
LOW 0.9573
0.618 0.9479
1.000 0.9421
1.618 0.9327
2.618 0.9175
4.250 0.8927
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 0.9649 0.9649
PP 0.9628 0.9628
S1 0.9606 0.9606

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

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