CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 10-Apr-2013
Day Change Summary
Previous Current
09-Apr-2013 10-Apr-2013 Change Change % Previous Week
Open 1.0280 1.0347 0.0067 0.7% 1.0228
High 1.0308 1.0347 0.0039 0.4% 1.0265
Low 1.0280 1.0347 0.0067 0.7% 1.0180
Close 1.0308 1.0347 0.0039 0.4% 1.0193
Range 0.0028 0.0000 -0.0028 -100.0% 0.0085
ATR 0.0034 0.0035 0.0000 1.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 10-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0347 1.0347 1.0347
R3 1.0347 1.0347 1.0347
R2 1.0347 1.0347 1.0347
R1 1.0347 1.0347 1.0347 1.0347
PP 1.0347 1.0347 1.0347 1.0347
S1 1.0347 1.0347 1.0347 1.0347
S2 1.0347 1.0347 1.0347
S3 1.0347 1.0347 1.0347
S4 1.0347 1.0347 1.0347
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0468 1.0415 1.0240
R3 1.0383 1.0330 1.0216
R2 1.0298 1.0298 1.0209
R1 1.0245 1.0245 1.0201 1.0229
PP 1.0213 1.0213 1.0213 1.0205
S1 1.0160 1.0160 1.0185 1.0144
S2 1.0128 1.0128 1.0177
S3 1.0043 1.0075 1.0170
S4 0.9958 0.9990 1.0146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0347 1.0180 0.0167 1.6% 0.0008 0.1% 100% True False 1
10 1.0347 1.0180 0.0167 1.6% 0.0004 0.0% 100% True False 1
20 1.0347 1.0096 0.0251 2.4% 0.0002 0.0% 100% True False 1
40 1.0347 0.9987 0.0360 3.5% 0.0002 0.0% 100% True False 3
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0347
2.618 1.0347
1.618 1.0347
1.000 1.0347
0.618 1.0347
HIGH 1.0347
0.618 1.0347
0.500 1.0347
0.382 1.0347
LOW 1.0347
0.618 1.0347
1.000 1.0347
1.618 1.0347
2.618 1.0347
4.250 1.0347
Fisher Pivots for day following 10-Apr-2013
Pivot 1 day 3 day
R1 1.0347 1.0325
PP 1.0347 1.0304
S1 1.0347 1.0282

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

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