CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	0.9340	0.9399	0.0059	0.6%	0.9530
High	0.9416	0.9401	-0.0015	-0.2%	0.9719
Low	0.9334	0.9262	-0.0072	-0.8%	0.9364
Close	0.9412	0.9380	-0.0032	-0.3%	0.9434
Range	0.0082	0.0139	0.0057	69.5%	0.0355
ATR	0.0128	0.0130	0.0002	1.2%	0.0000
Volume	23,317	61,570	38,253	164.1%	78,706

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9765	0.9711	0.9456
R3	0.9626	0.9572	0.9418
R2	0.9487	0.9487	0.9405
R1	0.9433	0.9433	0.9393	0.9391
PP	0.9348	0.9348	0.9348	0.9326
S1	0.9294	0.9294	0.9367	0.9252
S2	0.9209	0.9209	0.9355
S3	0.9070	0.9155	0.9342
S4	0.8931	0.9016	0.9304

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0571	1.0357	0.9629
R3	1.0216	1.0002	0.9532
R2	0.9861	0.9861	0.9499
R1	0.9647	0.9647	0.9467	0.9577
PP	0.9506	0.9506	0.9506	0.9470
S1	0.9292	0.9292	0.9401	0.9222
S2	0.9151	0.9151	0.9369
S3	0.8796	0.8937	0.9336
S4	0.8441	0.8582	0.9239

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9609	0.9262	0.0347	3.7%	0.0157	1.7%	34%	False	True	27,977
10	0.9719	0.9262	0.0457	4.9%	0.0154	1.6%	26%	False	True	18,454
20	0.9913	0.9262	0.0651	6.9%	0.0133	1.4%	18%	False	True	10,042
40	1.0283	0.9262	0.1021	10.9%	0.0106	1.1%	12%	False	True	5,224
60	1.0454	0.9262	0.1192	12.7%	0.0089	1.0%	10%	False	True	3,501
80	1.0454	0.9262	0.1192	12.7%	0.0073	0.8%	10%	False	True	2,626
100	1.0454	0.9262	0.1192	12.7%	0.0059	0.6%	10%	False	True	2,101
120	1.0454	0.9262	0.1192	12.7%	0.0049	0.5%	10%	False	True	1,751

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	0.0033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9992
2.618	0.9765
1.618	0.9626
1.000	0.9540
0.618	0.9487
HIGH	0.9401
0.618	0.9348
0.500	0.9332
0.382	0.9315
LOW	0.9262
0.618	0.9176
1.000	0.9123
1.618	0.9037
2.618	0.8898
4.250	0.8671

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	0.9364	0.9403
PP	0.9348	0.9395
S1	0.9332	0.9388

Download as Excel Spreadsheet

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

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