CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 0.9747 0.9758 0.0011 0.1% 1.0090
High 0.9747 0.9758 0.0011 0.1% 1.0090
Low 0.9727 0.9695 -0.0032 -0.3% 0.9854
Close 0.9727 0.9695 -0.0032 -0.3% 0.9864
Range 0.0020 0.0063 0.0043 215.0% 0.0236
ATR 0.0054 0.0055 0.0001 1.2% 0.0000
Volume 4 3 -1 -25.0% 82
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 0.9905 0.9863 0.9730
R3 0.9842 0.9800 0.9712
R2 0.9779 0.9779 0.9707
R1 0.9737 0.9737 0.9701 0.9727
PP 0.9716 0.9716 0.9716 0.9711
S1 0.9674 0.9674 0.9689 0.9664
S2 0.9653 0.9653 0.9683
S3 0.9590 0.9611 0.9678
S4 0.9527 0.9548 0.9660
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0644 1.0490 0.9994
R3 1.0408 1.0254 0.9929
R2 1.0172 1.0172 0.9907
R1 1.0018 1.0018 0.9886 0.9977
PP 0.9936 0.9936 0.9936 0.9916
S1 0.9782 0.9782 0.9842 0.9741
S2 0.9700 0.9700 0.9821
S3 0.9464 0.9546 0.9799
S4 0.9228 0.9310 0.9734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9947 0.9695 0.0252 2.6% 0.0043 0.4% 0% False True 6
10 1.0192 0.9695 0.0497 5.1% 0.0042 0.4% 0% False True 10
20 1.0197 0.9695 0.0502 5.2% 0.0030 0.3% 0% False True 6
40 1.0359 0.9695 0.0664 6.8% 0.0017 0.2% 0% False True 3
60 1.0359 0.9695 0.0664 6.8% 0.0012 0.1% 0% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0026
2.618 0.9923
1.618 0.9860
1.000 0.9821
0.618 0.9797
HIGH 0.9758
0.618 0.9734
0.500 0.9727
0.382 0.9719
LOW 0.9695
0.618 0.9656
1.000 0.9632
1.618 0.9593
2.618 0.9530
4.250 0.9427
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 0.9727 0.9735
PP 0.9716 0.9722
S1 0.9706 0.9708

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

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