CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 21-Aug-2013

Day Change Summary
	Previous	Current
	20-Aug-2013	21-Aug-2013	Change	Change %	Previous Week
Open	0.9102	0.9054	-0.0048	-0.5%	0.9161
High	0.9117	0.9077	-0.0040	-0.4%	0.9200
Low	0.9011	0.8949	-0.0062	-0.7%	0.9039
Close	0.9077	0.9010	-0.0067	-0.7%	0.9182
Range	0.0106	0.0128	0.0022	20.8%	0.0161
ATR	0.0116	0.0116	0.0001	0.8%	0.0000
Volume	93,706	128,058	34,352	36.7%	438,939

Daily Pivots for day following 21-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9396	0.9331	0.9080
R3	0.9268	0.9203	0.9045
R2	0.9140	0.9140	0.9033
R1	0.9075	0.9075	0.9022	0.9044
PP	0.9012	0.9012	0.9012	0.8996
S1	0.8947	0.8947	0.8998	0.8916
S2	0.8884	0.8884	0.8987
S3	0.8756	0.8819	0.8975
S4	0.8628	0.8691	0.8940

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	0.8949	0.0268	3.0%	0.0118	1.3%	23%	False	True	100,579
10	0.9217	0.8948	0.0269	3.0%	0.0114	1.3%	23%	False	False	95,645
20	0.9264	0.8823	0.0441	4.9%	0.0113	1.3%	42%	False	False	97,972
40	0.9289	0.8823	0.0466	5.2%	0.0120	1.3%	40%	False	False	104,948
60	0.9719	0.8823	0.0896	9.9%	0.0131	1.5%	21%	False	False	93,850
80	1.0283	0.8823	0.1460	16.2%	0.0123	1.4%	13%	False	False	70,666
100	1.0454	0.8823	0.1631	18.1%	0.0113	1.3%	11%	False	False	56,562
120	1.0454	0.8823	0.1631	18.1%	0.0100	1.1%	11%	False	False	47,138

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	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9621
2.618	0.9412
1.618	0.9284
1.000	0.9205
0.618	0.9156
HIGH	0.9077
0.618	0.9028
0.500	0.9013
0.382	0.8998
LOW	0.8949
0.618	0.8870
1.000	0.8821
1.618	0.8742
2.618	0.8614
4.250	0.8405

Fisher Pivots for day following 21-Aug-2013
Pivot	1 day	3 day
R1	0.9013	0.9083
PP	0.9012	0.9059
S1	0.9011	0.9034

Download as Excel Spreadsheet

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

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