CME Australian Dollar Future September 2013


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Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 0.9173 0.9102 -0.0071 -0.8% 0.9161
High 0.9217 0.9117 -0.0100 -1.1% 0.9200
Low 0.9085 0.9011 -0.0074 -0.8% 0.9039
Close 0.9109 0.9077 -0.0032 -0.4% 0.9182
Range 0.0132 0.0106 -0.0026 -19.7% 0.0161
ATR 0.0116 0.0116 -0.0001 -0.6% 0.0000
Volume 80,625 93,706 13,081 16.2% 438,939
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9386 0.9338 0.9135
R3 0.9280 0.9232 0.9106
R2 0.9174 0.9174 0.9096
R1 0.9126 0.9126 0.9087 0.9097
PP 0.9068 0.9068 0.9068 0.9054
S1 0.9020 0.9020 0.9067 0.8991
S2 0.8962 0.8962 0.9058
S3 0.8856 0.8914 0.9048
S4 0.8750 0.8808 0.9019
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9623 0.9564 0.9271
R3 0.9462 0.9403 0.9226
R2 0.9301 0.9301 0.9212
R1 0.9242 0.9242 0.9197 0.9272
PP 0.9140 0.9140 0.9140 0.9155
S1 0.9081 0.9081 0.9167 0.9111
S2 0.8979 0.8979 0.9152
S3 0.8818 0.8920 0.9138
S4 0.8657 0.8759 0.9093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9217 0.9011 0.0206 2.3% 0.0109 1.2% 32% False True 90,354
10 0.9217 0.8895 0.0322 3.5% 0.0112 1.2% 57% False False 90,656
20 0.9284 0.8823 0.0461 5.1% 0.0116 1.3% 55% False False 97,761
40 0.9289 0.8823 0.0466 5.1% 0.0120 1.3% 55% False False 104,663
60 0.9719 0.8823 0.0896 9.9% 0.0130 1.4% 28% False False 91,746
80 1.0283 0.8823 0.1460 16.1% 0.0123 1.4% 17% False False 69,066
100 1.0454 0.8823 0.1631 18.0% 0.0112 1.2% 16% False False 55,282
120 1.0454 0.8823 0.1631 18.0% 0.0098 1.1% 16% False False 46,071
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9568
2.618 0.9395
1.618 0.9289
1.000 0.9223
0.618 0.9183
HIGH 0.9117
0.618 0.9077
0.500 0.9064
0.382 0.9051
LOW 0.9011
0.618 0.8945
1.000 0.8905
1.618 0.8839
2.618 0.8733
4.250 0.8561
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 0.9073 0.9114
PP 0.9068 0.9102
S1 0.9064 0.9089

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

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