CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 18-Apr-2013
Day Change Summary
Previous Current
17-Apr-2013 18-Apr-2013 Change Change % Previous Week
Open 1.0110 1.0106 -0.0004 0.0% 1.0217
High 1.0113 1.0106 -0.0007 -0.1% 1.0359
Low 1.0110 1.0106 -0.0004 0.0% 1.0217
Close 1.0113 1.0106 -0.0007 -0.1% 1.0317
Range 0.0003 0.0000 -0.0003 -100.0% 0.0142
ATR 0.0048 0.0045 -0.0003 -6.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0106 1.0106 1.0106
R3 1.0106 1.0106 1.0106
R2 1.0106 1.0106 1.0106
R1 1.0106 1.0106 1.0106 1.0106
PP 1.0106 1.0106 1.0106 1.0106
S1 1.0106 1.0106 1.0106 1.0106
S2 1.0106 1.0106 1.0106
S3 1.0106 1.0106 1.0106
S4 1.0106 1.0106 1.0106
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0724 1.0662 1.0395
R3 1.0582 1.0520 1.0356
R2 1.0440 1.0440 1.0343
R1 1.0378 1.0378 1.0330 1.0409
PP 1.0298 1.0298 1.0298 1.0313
S1 1.0236 1.0236 1.0304 1.0267
S2 1.0156 1.0156 1.0291
S3 1.0014 1.0094 1.0278
S4 0.9872 0.9952 1.0239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0330 1.0106 0.0224 2.2% 0.0003 0.0% 0% False True 1
10 1.0359 1.0106 0.0253 2.5% 0.0006 0.1% 0% False True 1
20 1.0359 1.0106 0.0253 2.5% 0.0003 0.0% 0% False True 1
40 1.0359 0.9987 0.0372 3.7% 0.0002 0.0% 32% False 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 1.0106
2.618 1.0106
1.618 1.0106
1.000 1.0106
0.618 1.0106
HIGH 1.0106
0.618 1.0106
0.500 1.0106
0.382 1.0106
LOW 1.0106
0.618 1.0106
1.000 1.0106
1.618 1.0106
2.618 1.0106
4.250 1.0106
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 1.0106 1.0153
PP 1.0106 1.0137
S1 1.0106 1.0122

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

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