CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 0.9296 0.9357 0.0061 0.7% 0.9361
High 0.9357 0.9402 0.0045 0.5% 0.9369
Low 0.9288 0.9342 0.0054 0.6% 0.9247
Close 0.9343 0.9358 0.0015 0.2% 0.9343
Range 0.0069 0.0060 -0.0009 -13.0% 0.0122
ATR 0.0084 0.0082 -0.0002 -2.0% 0.0000
Volume 64,378 65,090 712 1.1% 359,473
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9547 0.9513 0.9391
R3 0.9487 0.9453 0.9375
R2 0.9427 0.9427 0.9369
R1 0.9393 0.9393 0.9364 0.9410
PP 0.9367 0.9367 0.9367 0.9376
S1 0.9333 0.9333 0.9353 0.9350
S2 0.9307 0.9307 0.9347
S3 0.9247 0.9273 0.9342
S4 0.9187 0.9213 0.9325
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9686 0.9636 0.9410
R3 0.9564 0.9514 0.9377
R2 0.9442 0.9442 0.9365
R1 0.9392 0.9392 0.9354 0.9356
PP 0.9320 0.9320 0.9320 0.9302
S1 0.9270 0.9270 0.9332 0.9234
S2 0.9198 0.9198 0.9321
S3 0.9076 0.9148 0.9309
S4 0.8954 0.9026 0.9276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9402 0.9247 0.0155 1.7% 0.0086 0.9% 72% True False 74,335
10 0.9518 0.9247 0.0271 2.9% 0.0083 0.9% 41% False False 80,442
20 0.9725 0.9247 0.0478 5.1% 0.0084 0.9% 23% False False 78,676
40 0.9725 0.9235 0.0490 5.2% 0.0078 0.8% 25% False False 72,905
60 0.9725 0.8830 0.0895 9.6% 0.0084 0.9% 59% False False 61,414
80 0.9725 0.8769 0.0956 10.2% 0.0089 0.9% 62% False False 46,240
100 0.9725 0.8769 0.0956 10.2% 0.0094 1.0% 62% False False 37,027
120 0.9725 0.8769 0.0956 10.2% 0.0096 1.0% 62% False False 30,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9657
2.618 0.9559
1.618 0.9499
1.000 0.9462
0.618 0.9439
HIGH 0.9402
0.618 0.9379
0.500 0.9372
0.382 0.9365
LOW 0.9342
0.618 0.9305
1.000 0.9282
1.618 0.9245
2.618 0.9185
4.250 0.9087
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 0.9372 0.9350
PP 0.9367 0.9341
S1 0.9363 0.9333

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

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