CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 0.9522 0.9543 0.0021 0.2% 0.9609
High 0.9603 0.9558 -0.0045 -0.5% 0.9679
Low 0.9485 0.9510 0.0025 0.3% 0.9485
Close 0.9603 0.9510 -0.0093 -1.0% 0.9510
Range 0.0118 0.0048 -0.0070 -59.3% 0.0194
ATR 0.0067 0.0069 0.0002 2.8% 0.0000
Volume 43 9 -34 -79.1% 68
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 0.9670 0.9638 0.9536
R3 0.9622 0.9590 0.9523
R2 0.9574 0.9574 0.9519
R1 0.9542 0.9542 0.9514 0.9534
PP 0.9526 0.9526 0.9526 0.9522
S1 0.9494 0.9494 0.9506 0.9486
S2 0.9478 0.9478 0.9501
S3 0.9430 0.9446 0.9497
S4 0.9382 0.9398 0.9484
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0140 1.0019 0.9617
R3 0.9946 0.9825 0.9563
R2 0.9752 0.9752 0.9546
R1 0.9631 0.9631 0.9528 0.9595
PP 0.9558 0.9558 0.9558 0.9540
S1 0.9437 0.9437 0.9492 0.9401
S2 0.9364 0.9364 0.9474
S3 0.9170 0.9243 0.9457
S4 0.8976 0.9049 0.9403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9679 0.9485 0.0194 2.0% 0.0076 0.8% 13% False False 13
10 0.9812 0.9485 0.0327 3.4% 0.0055 0.6% 8% False False 9
20 1.0197 0.9485 0.0712 7.5% 0.0047 0.5% 4% False False 9
40 1.0359 0.9485 0.0874 9.2% 0.0027 0.3% 3% False False 5
60 1.0359 0.9485 0.0874 9.2% 0.0019 0.2% 3% False False 4
80 1.0359 0.9485 0.0874 9.2% 0.0014 0.1% 3% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9762
2.618 0.9684
1.618 0.9636
1.000 0.9606
0.618 0.9588
HIGH 0.9558
0.618 0.9540
0.500 0.9534
0.382 0.9528
LOW 0.9510
0.618 0.9480
1.000 0.9462
1.618 0.9432
2.618 0.9384
4.250 0.9306
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 0.9534 0.9574
PP 0.9526 0.9553
S1 0.9518 0.9531

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

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