CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 0.9557 0.9542 -0.0015 -0.2% 0.9632
High 0.9592 0.9549 -0.0043 -0.4% 0.9725
Low 0.9525 0.9443 -0.0082 -0.9% 0.9539
Close 0.9549 0.9452 -0.0097 -1.0% 0.9552
Range 0.0067 0.0106 0.0039 58.2% 0.0186
ATR 0.0082 0.0084 0.0002 2.1% 0.0000
Volume 53,544 83,887 30,343 56.7% 380,305
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9799 0.9732 0.9510
R3 0.9693 0.9626 0.9481
R2 0.9587 0.9587 0.9471
R1 0.9520 0.9520 0.9462 0.9501
PP 0.9481 0.9481 0.9481 0.9472
S1 0.9414 0.9414 0.9442 0.9395
S2 0.9375 0.9375 0.9433
S3 0.9269 0.9308 0.9423
S4 0.9163 0.9202 0.9394
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 0.9443 0.0282 3.0% 0.0095 1.0% 3% False True 76,832
10 0.9725 0.9443 0.0282 3.0% 0.0086 0.9% 3% False True 72,050
20 0.9725 0.9287 0.0438 4.6% 0.0076 0.8% 38% False False 69,125
40 0.9725 0.8976 0.0749 7.9% 0.0085 0.9% 64% False False 63,824
60 0.9725 0.8830 0.0895 9.5% 0.0089 0.9% 69% False False 43,032
80 0.9725 0.8769 0.0956 10.1% 0.0094 1.0% 71% False False 32,371
100 0.9725 0.8769 0.0956 10.1% 0.0097 1.0% 71% False False 25,919
120 0.9947 0.8769 0.1178 12.5% 0.0093 1.0% 58% False False 21,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0000
2.618 0.9827
1.618 0.9721
1.000 0.9655
0.618 0.9615
HIGH 0.9549
0.618 0.9509
0.500 0.9496
0.382 0.9483
LOW 0.9443
0.618 0.9377
1.000 0.9337
1.618 0.9271
2.618 0.9165
4.250 0.8993
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 0.9496 0.9518
PP 0.9481 0.9496
S1 0.9467 0.9474

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

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