CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 0.9583 0.9584 0.0001 0.0% 0.9632
High 0.9639 0.9592 -0.0047 -0.5% 0.9725
Low 0.9539 0.9541 0.0002 0.0% 0.9539
Close 0.9580 0.9552 -0.0028 -0.3% 0.9552
Range 0.0100 0.0051 -0.0049 -49.0% 0.0186
ATR 0.0086 0.0083 -0.0002 -2.9% 0.0000
Volume 86,385 60,985 -25,400 -29.4% 380,305
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9715 0.9684 0.9580
R3 0.9664 0.9633 0.9566
R2 0.9613 0.9613 0.9561
R1 0.9582 0.9582 0.9557 0.9572
PP 0.9562 0.9562 0.9562 0.9557
S1 0.9531 0.9531 0.9547 0.9521
S2 0.9511 0.9511 0.9543
S3 0.9460 0.9480 0.9538
S4 0.9409 0.9429 0.9524
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0163 1.0044 0.9654
R3 0.9977 0.9858 0.9603
R2 0.9791 0.9791 0.9586
R1 0.9672 0.9672 0.9569 0.9639
PP 0.9605 0.9605 0.9605 0.9589
S1 0.9486 0.9486 0.9535 0.9453
S2 0.9419 0.9419 0.9518
S3 0.9233 0.9300 0.9501
S4 0.9047 0.9114 0.9450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9725 0.9539 0.0186 1.9% 0.0085 0.9% 7% False False 76,061
10 0.9725 0.9390 0.0335 3.5% 0.0084 0.9% 48% False False 69,430
20 0.9725 0.9235 0.0490 5.1% 0.0079 0.8% 65% False False 70,803
40 0.9725 0.8833 0.0892 9.3% 0.0086 0.9% 81% False False 60,756
60 0.9725 0.8769 0.0956 10.0% 0.0089 0.9% 82% False False 40,763
80 0.9725 0.8769 0.0956 10.0% 0.0095 1.0% 82% False False 30,660
100 0.9725 0.8769 0.0956 10.0% 0.0099 1.0% 82% False False 24,545
120 1.0033 0.8769 0.1264 13.2% 0.0093 1.0% 62% False False 20,456
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9809
2.618 0.9726
1.618 0.9675
1.000 0.9643
0.618 0.9624
HIGH 0.9592
0.618 0.9573
0.500 0.9567
0.382 0.9560
LOW 0.9541
0.618 0.9509
1.000 0.9490
1.618 0.9458
2.618 0.9407
4.250 0.9324
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 0.9567 0.9632
PP 0.9562 0.9605
S1 0.9557 0.9579

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

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