CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 1.0116 1.0086 -0.0030 -0.3% 1.0137
High 1.0116 1.0095 -0.0021 -0.2% 1.0199
Low 1.0104 1.0076 -0.0028 -0.3% 1.0104
Close 1.0104 1.0095 -0.0009 -0.1% 1.0104
Range 0.0012 0.0019 0.0007 58.3% 0.0095
ATR 0.0043 0.0042 -0.0001 -2.5% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0146 1.0139 1.0105
R3 1.0127 1.0120 1.0100
R2 1.0108 1.0108 1.0098
R1 1.0101 1.0101 1.0097 1.0105
PP 1.0089 1.0089 1.0089 1.0090
S1 1.0082 1.0082 1.0093 1.0086
S2 1.0070 1.0070 1.0092
S3 1.0051 1.0063 1.0090
S4 1.0032 1.0044 1.0085
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.0421 1.0357 1.0156
R3 1.0326 1.0262 1.0130
R2 1.0231 1.0231 1.0121
R1 1.0167 1.0167 1.0113 1.0152
PP 1.0136 1.0136 1.0136 1.0128
S1 1.0072 1.0072 1.0095 1.0057
S2 1.0041 1.0041 1.0087
S3 0.9946 0.9977 1.0078
S4 0.9851 0.9882 1.0052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0199 1.0076 0.0123 1.2% 0.0007 0.1% 15% False True 1
10 1.0359 1.0076 0.0283 2.8% 0.0008 0.1% 7% False True 1
20 1.0359 1.0076 0.0283 2.8% 0.0004 0.0% 7% False True 1
40 1.0359 0.9987 0.0372 3.7% 0.0003 0.0% 29% False False 2
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 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0176
2.618 1.0145
1.618 1.0126
1.000 1.0114
0.618 1.0107
HIGH 1.0095
0.618 1.0088
0.500 1.0086
0.382 1.0083
LOW 1.0076
0.618 1.0064
1.000 1.0057
1.618 1.0045
2.618 1.0026
4.250 0.9995
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 1.0092 1.0096
PP 1.0089 1.0096
S1 1.0086 1.0095

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

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