CME Australian Dollar Future September 2013


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Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 0.9696 0.9577 -0.0119 -1.2% 0.9575
High 0.9696 0.9587 -0.0109 -1.1% 0.9624
Low 0.9541 0.9443 -0.0098 -1.0% 0.9457
Close 0.9566 0.9458 -0.0108 -1.1% 0.9502
Range 0.0155 0.0144 -0.0011 -7.1% 0.0167
ATR 0.0116 0.0118 0.0002 1.7% 0.0000
Volume 11,870 8,635 -3,235 -27.3% 22,766
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9928 0.9837 0.9537
R3 0.9784 0.9693 0.9498
R2 0.9640 0.9640 0.9484
R1 0.9549 0.9549 0.9471 0.9523
PP 0.9496 0.9496 0.9496 0.9483
S1 0.9405 0.9405 0.9445 0.9379
S2 0.9352 0.9352 0.9432
S3 0.9208 0.9261 0.9418
S4 0.9064 0.9117 0.9379
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0029 0.9932 0.9594
R3 0.9862 0.9765 0.9548
R2 0.9695 0.9695 0.9533
R1 0.9598 0.9598 0.9517 0.9563
PP 0.9528 0.9528 0.9528 0.9510
S1 0.9431 0.9431 0.9487 0.9396
S2 0.9361 0.9361 0.9471
S3 0.9194 0.9264 0.9456
S4 0.9027 0.9097 0.9410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9719 0.9443 0.0276 2.9% 0.0152 1.6% 5% False True 10,003
10 0.9746 0.9443 0.0303 3.2% 0.0144 1.5% 5% False True 6,161
20 1.0184 0.9443 0.0741 7.8% 0.0125 1.3% 2% False True 3,721
40 1.0454 0.9443 0.1011 10.7% 0.0101 1.1% 1% False True 1,952
60 1.0454 0.9443 0.1011 10.7% 0.0080 0.8% 1% False True 1,314
80 1.0454 0.9443 0.1011 10.7% 0.0066 0.7% 1% False True 986
100 1.0454 0.9443 0.1011 10.7% 0.0053 0.6% 1% False True 789
120 1.0454 0.9443 0.1011 10.7% 0.0044 0.5% 1% False True 658
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0199
2.618 0.9964
1.618 0.9820
1.000 0.9731
0.618 0.9676
HIGH 0.9587
0.618 0.9532
0.500 0.9515
0.382 0.9498
LOW 0.9443
0.618 0.9354
1.000 0.9299
1.618 0.9210
2.618 0.9066
4.250 0.8831
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 0.9515 0.9581
PP 0.9496 0.9540
S1 0.9477 0.9499

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

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