CME Australian Dollar Future September 2013


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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 0.9413 0.9589 0.0176 1.9% 0.9340
High 0.9593 0.9593 0.0000 0.0% 0.9593
Low 0.9366 0.9504 0.0138 1.5% 0.9262
Close 0.9541 0.9537 -0.0004 0.0% 0.9537
Range 0.0227 0.0089 -0.0138 -60.8% 0.0331
ATR 0.0138 0.0135 -0.0004 -2.5% 0.0000
Volume 121,619 140,482 18,863 15.5% 423,648
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9812 0.9763 0.9586
R3 0.9723 0.9674 0.9561
R2 0.9634 0.9634 0.9553
R1 0.9585 0.9585 0.9545 0.9565
PP 0.9545 0.9545 0.9545 0.9535
S1 0.9496 0.9496 0.9529 0.9476
S2 0.9456 0.9456 0.9521
S3 0.9367 0.9407 0.9513
S4 0.9278 0.9318 0.9488
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0457 1.0328 0.9719
R3 1.0126 0.9997 0.9628
R2 0.9795 0.9795 0.9598
R1 0.9666 0.9666 0.9567 0.9731
PP 0.9464 0.9464 0.9464 0.9496
S1 0.9335 0.9335 0.9507 0.9400
S2 0.9133 0.9133 0.9476
S3 0.8802 0.9004 0.9446
S4 0.8471 0.8673 0.9355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9593 0.9262 0.0331 3.5% 0.0137 1.4% 83% True False 84,729
10 0.9719 0.9262 0.0457 4.8% 0.0162 1.7% 60% False False 50,235
20 0.9761 0.9262 0.0499 5.2% 0.0142 1.5% 55% False False 26,815
40 1.0283 0.9262 0.1021 10.7% 0.0112 1.2% 27% False False 13,674
60 1.0454 0.9262 0.1192 12.5% 0.0096 1.0% 23% False False 9,147
80 1.0454 0.9262 0.1192 12.5% 0.0078 0.8% 23% False False 6,861
100 1.0454 0.9262 0.1192 12.5% 0.0064 0.7% 23% False False 5,489
120 1.0454 0.9262 0.1192 12.5% 0.0053 0.6% 23% False False 4,574
Crabel Price Patterns
NR True
NR4 True
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 0.0027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9971
2.618 0.9826
1.618 0.9737
1.000 0.9682
0.618 0.9648
HIGH 0.9593
0.618 0.9559
0.500 0.9549
0.382 0.9538
LOW 0.9504
0.618 0.9449
1.000 0.9415
1.618 0.9360
2.618 0.9271
4.250 0.9126
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 0.9549 0.9515
PP 0.9545 0.9494
S1 0.9541 0.9472

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

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