CME Australian Dollar Future September 2013


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Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 0.9264 0.9351 0.0087 0.9% 0.9196
High 0.9270 0.9387 0.0117 1.3% 0.9353
Low 0.9224 0.9250 0.0026 0.3% 0.9163
Close 0.9250 0.9355 0.0105 1.1% 0.9250
Range 0.0046 0.0137 0.0091 197.8% 0.0190
ATR 0.0100 0.0102 0.0003 2.7% 0.0000
Volume 21,140 2,691 -18,449 -87.3% 390,334
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9742 0.9685 0.9430
R3 0.9605 0.9548 0.9393
R2 0.9468 0.9468 0.9380
R1 0.9411 0.9411 0.9368 0.9440
PP 0.9331 0.9331 0.9331 0.9345
S1 0.9274 0.9274 0.9342 0.9303
S2 0.9194 0.9194 0.9330
S3 0.9057 0.9137 0.9317
S4 0.8920 0.9000 0.9280
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9825 0.9728 0.9355
R3 0.9635 0.9538 0.9302
R2 0.9445 0.9445 0.9285
R1 0.9348 0.9348 0.9267 0.9397
PP 0.9255 0.9255 0.9255 0.9280
S1 0.9158 0.9158 0.9233 0.9207
S2 0.9065 0.9065 0.9215
S3 0.8875 0.8968 0.9198
S4 0.8685 0.8778 0.9146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9387 0.9213 0.0174 1.9% 0.0096 1.0% 82% True False 63,240
10 0.9387 0.8892 0.0495 5.3% 0.0105 1.1% 94% True False 88,415
20 0.9387 0.8881 0.0506 5.4% 0.0100 1.1% 94% True False 89,826
40 0.9387 0.8823 0.0564 6.0% 0.0106 1.1% 94% True False 93,454
60 0.9387 0.8823 0.0564 6.0% 0.0113 1.2% 94% True False 101,308
80 0.9719 0.8823 0.0896 9.6% 0.0123 1.3% 59% False False 89,150
100 1.0283 0.8823 0.1460 15.6% 0.0117 1.3% 36% False False 71,479
120 1.0454 0.8823 0.1631 17.4% 0.0109 1.2% 33% False False 59,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9969
2.618 0.9746
1.618 0.9609
1.000 0.9524
0.618 0.9472
HIGH 0.9387
0.618 0.9335
0.500 0.9319
0.382 0.9302
LOW 0.9250
0.618 0.9165
1.000 0.9113
1.618 0.9028
2.618 0.8891
4.250 0.8668
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 0.9343 0.9339
PP 0.9331 0.9322
S1 0.9319 0.9306

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

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