CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 0.9433 0.9417 -0.0016 -0.2% 0.9557
High 0.9463 0.9489 0.0026 0.3% 0.9592
Low 0.9395 0.9409 0.0014 0.1% 0.9395
Close 0.9409 0.9481 0.0072 0.8% 0.9409
Range 0.0068 0.0080 0.0012 17.6% 0.0197
ATR 0.0081 0.0081 0.0000 -0.1% 0.0000
Volume 74,785 53,895 -20,890 -27.9% 391,167
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9700 0.9670 0.9525
R3 0.9620 0.9590 0.9503
R2 0.9540 0.9540 0.9496
R1 0.9510 0.9510 0.9488 0.9525
PP 0.9460 0.9460 0.9460 0.9467
S1 0.9430 0.9430 0.9474 0.9445
S2 0.9380 0.9380 0.9466
S3 0.9300 0.9350 0.9459
S4 0.9220 0.9270 0.9437
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0056 0.9930 0.9517
R3 0.9859 0.9733 0.9463
R2 0.9662 0.9662 0.9445
R1 0.9536 0.9536 0.9427 0.9501
PP 0.9465 0.9465 0.9465 0.9448
S1 0.9339 0.9339 0.9391 0.9304
S2 0.9268 0.9268 0.9373
S3 0.9071 0.9142 0.9355
S4 0.8874 0.8945 0.9301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9549 0.9395 0.0154 1.6% 0.0081 0.9% 56% False False 78,303
10 0.9725 0.9395 0.0330 3.5% 0.0086 0.9% 26% False False 76,910
20 0.9725 0.9350 0.0375 4.0% 0.0079 0.8% 35% False False 71,224
40 0.9725 0.9162 0.0563 5.9% 0.0083 0.9% 57% False False 70,184
60 0.9725 0.8830 0.0895 9.4% 0.0086 0.9% 73% False False 48,121
80 0.9725 0.8769 0.0956 10.1% 0.0091 1.0% 74% False False 36,209
100 0.9725 0.8769 0.0956 10.1% 0.0096 1.0% 74% False False 28,995
120 0.9758 0.8769 0.0989 10.4% 0.0095 1.0% 72% False False 24,164
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 0.0026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9829
2.618 0.9698
1.618 0.9618
1.000 0.9569
0.618 0.9538
HIGH 0.9489
0.618 0.9458
0.500 0.9449
0.382 0.9440
LOW 0.9409
0.618 0.9360
1.000 0.9329
1.618 0.9280
2.618 0.9200
4.250 0.9069
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 0.9470 0.9470
PP 0.9460 0.9458
S1 0.9449 0.9447

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

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