CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 0.9115 0.9115 0.0000 0.0% 0.9154
High 0.9127 0.9140 0.0013 0.1% 0.9193
Low 0.9054 0.9045 -0.0009 -0.1% 0.9045
Close 0.9065 0.9092 0.0027 0.3% 0.9092
Range 0.0073 0.0095 0.0022 30.1% 0.0148
ATR 0.0090 0.0090 0.0000 0.4% 0.0000
Volume 76,007 96,228 20,221 26.6% 350,467
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9377 0.9330 0.9144
R3 0.9282 0.9235 0.9118
R2 0.9187 0.9187 0.9109
R1 0.9140 0.9140 0.9101 0.9116
PP 0.9092 0.9092 0.9092 0.9081
S1 0.9045 0.9045 0.9083 0.9021
S2 0.8997 0.8997 0.9075
S3 0.8902 0.8950 0.9066
S4 0.8807 0.8855 0.9040
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9554 0.9471 0.9173
R3 0.9406 0.9323 0.9133
R2 0.9258 0.9258 0.9119
R1 0.9175 0.9175 0.9106 0.9143
PP 0.9110 0.9110 0.9110 0.9094
S1 0.9027 0.9027 0.9078 0.8995
S2 0.8962 0.8962 0.9065
S3 0.8814 0.8879 0.9051
S4 0.8666 0.8731 0.9011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9236 0.9045 0.0191 2.1% 0.0092 1.0% 25% False True 90,746
10 0.9432 0.9045 0.0387 4.3% 0.0095 1.0% 12% False True 89,435
20 0.9518 0.9045 0.0473 5.2% 0.0090 1.0% 10% False True 84,899
40 0.9725 0.9045 0.0680 7.5% 0.0084 0.9% 7% False True 77,794
60 0.9725 0.9045 0.0680 7.5% 0.0086 0.9% 7% False True 73,478
80 0.9725 0.8830 0.0895 9.8% 0.0089 1.0% 29% False False 55,721
100 0.9725 0.8769 0.0956 10.5% 0.0093 1.0% 34% False False 44,664
120 0.9725 0.8769 0.0956 10.5% 0.0096 1.1% 34% False False 37,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9544
2.618 0.9389
1.618 0.9294
1.000 0.9235
0.618 0.9199
HIGH 0.9140
0.618 0.9104
0.500 0.9093
0.382 0.9081
LOW 0.9045
0.618 0.8986
1.000 0.8950
1.618 0.8891
2.618 0.8796
4.250 0.8641
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 0.9093 0.9119
PP 0.9092 0.9110
S1 0.9092 0.9101

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

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