CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 0.9475 0.9653 0.0178 1.9% 0.9406
High 0.9658 0.9655 -0.0003 0.0% 0.9658
Low 0.9427 0.9567 0.0140 1.5% 0.9321
Close 0.9605 0.9600 -0.0005 -0.1% 0.9600
Range 0.0231 0.0088 -0.0143 -61.9% 0.0337
ATR 0.0143 0.0139 -0.0004 -2.7% 0.0000
Volume 134,427 35,130 -99,297 -73.9% 651,708
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9871 0.9824 0.9648
R3 0.9783 0.9736 0.9624
R2 0.9695 0.9695 0.9616
R1 0.9648 0.9648 0.9608 0.9628
PP 0.9607 0.9607 0.9607 0.9597
S1 0.9560 0.9560 0.9592 0.9540
S2 0.9519 0.9519 0.9584
S3 0.9431 0.9472 0.9576
S4 0.9343 0.9384 0.9552
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0537 1.0406 0.9785
R3 1.0200 1.0069 0.9693
R2 0.9863 0.9863 0.9662
R1 0.9732 0.9732 0.9631 0.9798
PP 0.9526 0.9526 0.9526 0.9559
S1 0.9395 0.9395 0.9569 0.9461
S2 0.9189 0.9189 0.9538
S3 0.8852 0.9058 0.9507
S4 0.8515 0.8721 0.9415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9658 0.9321 0.0337 3.5% 0.0138 1.4% 83% False False 130,341
10 0.9782 0.9321 0.0461 4.8% 0.0164 1.7% 61% False False 150,835
20 0.9824 0.9321 0.0503 5.2% 0.0145 1.5% 55% False False 153,067
40 1.0350 0.9321 0.1029 10.7% 0.0118 1.2% 27% False False 132,612
60 1.0531 0.9321 0.1210 12.6% 0.0106 1.1% 23% False False 123,135
80 1.0531 0.9321 0.1210 12.6% 0.0097 1.0% 23% False False 99,627
100 1.0531 0.9321 0.1210 12.6% 0.0090 0.9% 23% False False 79,732
120 1.0531 0.9321 0.1210 12.6% 0.0081 0.8% 23% False False 66,452
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0029
2.618 0.9885
1.618 0.9797
1.000 0.9743
0.618 0.9709
HIGH 0.9655
0.618 0.9621
0.500 0.9611
0.382 0.9601
LOW 0.9567
0.618 0.9513
1.000 0.9479
1.618 0.9425
2.618 0.9337
4.250 0.9193
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 0.9611 0.9579
PP 0.9607 0.9557
S1 0.9604 0.9536

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

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