CME Australian Dollar Future September 2013


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Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 0.9675 0.9733 0.0058 0.6% 0.9900
High 0.9742 0.9761 0.0019 0.2% 0.9919
Low 0.9658 0.9673 0.0015 0.2% 0.9630
Close 0.9736 0.9722 -0.0014 -0.1% 0.9655
Range 0.0084 0.0088 0.0004 4.8% 0.0289
ATR 0.0088 0.0088 0.0000 0.0% 0.0000
Volume 1,555 1,313 -242 -15.6% 6,743
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 0.9983 0.9940 0.9770
R3 0.9895 0.9852 0.9746
R2 0.9807 0.9807 0.9738
R1 0.9764 0.9764 0.9730 0.9742
PP 0.9719 0.9719 0.9719 0.9707
S1 0.9676 0.9676 0.9714 0.9654
S2 0.9631 0.9631 0.9706
S3 0.9543 0.9588 0.9698
S4 0.9455 0.9500 0.9674
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0602 1.0417 0.9814
R3 1.0313 1.0128 0.9734
R2 1.0024 1.0024 0.9708
R1 0.9839 0.9839 0.9681 0.9787
PP 0.9735 0.9735 0.9735 0.9709
S1 0.9550 0.9550 0.9629 0.9498
S2 0.9446 0.9446 0.9602
S3 0.9157 0.9261 0.9576
S4 0.8868 0.8972 0.9496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9833 0.9630 0.0203 2.1% 0.0093 1.0% 45% False False 1,529
10 1.0184 0.9630 0.0554 5.7% 0.0105 1.1% 17% False False 1,282
20 1.0283 0.9630 0.0653 6.7% 0.0087 0.9% 14% False False 738
40 1.0454 0.9630 0.0824 8.5% 0.0077 0.8% 11% False False 428
60 1.0454 0.9630 0.0824 8.5% 0.0060 0.6% 11% False False 288
80 1.0454 0.9630 0.0824 8.5% 0.0048 0.5% 11% False False 216
100 1.0454 0.9630 0.0824 8.5% 0.0039 0.4% 11% False False 173
120 1.0454 0.9630 0.0824 8.5% 0.0032 0.3% 11% False False 144
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0135
2.618 0.9991
1.618 0.9903
1.000 0.9849
0.618 0.9815
HIGH 0.9761
0.618 0.9727
0.500 0.9717
0.382 0.9707
LOW 0.9673
0.618 0.9619
1.000 0.9585
1.618 0.9531
2.618 0.9443
4.250 0.9299
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 0.9720 0.9713
PP 0.9719 0.9704
S1 0.9717 0.9696

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

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