CME Australian Dollar Future September 2013


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Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 0.9050 0.9157 0.0107 1.2% 0.9014
High 0.9181 0.9184 0.0003 0.0% 0.9059
Low 0.9029 0.9111 0.0082 0.9% 0.8881
Close 0.9162 0.9115 -0.0047 -0.5% 0.8892
Range 0.0152 0.0073 -0.0079 -52.0% 0.0178
ATR 0.0110 0.0108 -0.0003 -2.4% 0.0000
Volume 117,245 101,197 -16,048 -13.7% 407,624
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9356 0.9308 0.9155
R3 0.9283 0.9235 0.9135
R2 0.9210 0.9210 0.9128
R1 0.9162 0.9162 0.9122 0.9150
PP 0.9137 0.9137 0.9137 0.9130
S1 0.9089 0.9089 0.9108 0.9077
S2 0.9064 0.9064 0.9102
S3 0.8991 0.9016 0.9095
S4 0.8918 0.8943 0.9075
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9478 0.9363 0.8990
R3 0.9300 0.9185 0.8941
R2 0.9122 0.9122 0.8925
R1 0.9007 0.9007 0.8908 0.8976
PP 0.8944 0.8944 0.8944 0.8928
S1 0.8829 0.8829 0.8876 0.8798
S2 0.8766 0.8766 0.8859
S3 0.8588 0.8651 0.8843
S4 0.8410 0.8473 0.8794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9184 0.8883 0.0301 3.3% 0.0105 1.2% 77% True False 105,042
10 0.9184 0.8881 0.0303 3.3% 0.0098 1.1% 77% True False 98,913
20 0.9217 0.8881 0.0336 3.7% 0.0106 1.2% 70% False False 97,279
40 0.9284 0.8823 0.0461 5.1% 0.0113 1.2% 63% False False 99,452
60 0.9593 0.8823 0.0770 8.4% 0.0121 1.3% 38% False False 107,260
80 0.9913 0.8823 0.1090 12.0% 0.0124 1.4% 27% False False 82,955
100 1.0283 0.8823 0.1460 16.0% 0.0115 1.3% 20% False False 66,446
120 1.0454 0.8823 0.1631 17.9% 0.0105 1.2% 18% False False 55,380
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9494
2.618 0.9375
1.618 0.9302
1.000 0.9257
0.618 0.9229
HIGH 0.9184
0.618 0.9156
0.500 0.9148
0.382 0.9139
LOW 0.9111
0.618 0.9066
1.000 0.9038
1.618 0.8993
2.618 0.8920
4.250 0.8801
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 0.9148 0.9089
PP 0.9137 0.9064
S1 0.9126 0.9038

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

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