CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 0.9871 0.9867 -0.0004 0.0% 1.0276
High 0.9896 0.9891 -0.0005 -0.1% 1.0277
Low 0.9827 0.9776 -0.0051 -0.5% 0.9935
Close 0.9847 0.9813 -0.0034 -0.3% 0.9984
Range 0.0069 0.0115 0.0046 66.7% 0.0342
ATR 0.0094 0.0096 0.0001 1.6% 0.0000
Volume 128,808 162,105 33,297 25.9% 655,803
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 1.0172 1.0107 0.9876
R3 1.0057 0.9992 0.9845
R2 0.9942 0.9942 0.9834
R1 0.9877 0.9877 0.9824 0.9852
PP 0.9827 0.9827 0.9827 0.9814
S1 0.9762 0.9762 0.9802 0.9737
S2 0.9712 0.9712 0.9792
S3 0.9597 0.9647 0.9781
S4 0.9482 0.9532 0.9750
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.1091 1.0880 1.0172
R3 1.0749 1.0538 1.0078
R2 1.0407 1.0407 1.0047
R1 1.0196 1.0196 1.0015 1.0131
PP 1.0065 1.0065 1.0065 1.0033
S1 0.9854 0.9854 0.9953 0.9789
S2 0.9723 0.9723 0.9921
S3 0.9381 0.9512 0.9890
S4 0.9039 0.9170 0.9796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0070 0.9776 0.0294 3.0% 0.0104 1.1% 13% False True 141,691
10 1.0292 0.9776 0.0516 5.3% 0.0109 1.1% 7% False True 130,457
20 1.0350 0.9776 0.0574 5.8% 0.0092 0.9% 6% False True 112,156
40 1.0531 0.9776 0.0755 7.7% 0.0087 0.9% 5% False True 108,170
60 1.0531 0.9776 0.0755 7.7% 0.0081 0.8% 5% False True 81,814
80 1.0531 0.9776 0.0755 7.7% 0.0076 0.8% 5% False True 61,399
100 1.0531 0.9776 0.0755 7.7% 0.0069 0.7% 5% False True 49,129
120 1.0531 0.9776 0.0755 7.7% 0.0058 0.6% 5% False True 40,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0380
2.618 1.0192
1.618 1.0077
1.000 1.0006
0.618 0.9962
HIGH 0.9891
0.618 0.9847
0.500 0.9834
0.382 0.9820
LOW 0.9776
0.618 0.9705
1.000 0.9661
1.618 0.9590
2.618 0.9475
4.250 0.9287
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 0.9834 0.9878
PP 0.9827 0.9856
S1 0.9820 0.9835

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

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