CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	0.9087	0.9096	0.0009	0.1%	0.9500
High	0.9136	0.9180	0.0044	0.5%	0.9502
Low	0.9075	0.9035	-0.0040	-0.4%	0.9050
Close	0.9133	0.9159	0.0026	0.3%	0.9133
Range	0.0061	0.0145	0.0084	137.7%	0.0452
ATR	0.0110	0.0112	0.0003	2.3%	0.0000
Volume	258	146	-112	-43.4%	589

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9560	0.9504	0.9239
R3	0.9415	0.9359	0.9199
R2	0.9270	0.9270	0.9186
R1	0.9214	0.9214	0.9172	0.9242
PP	0.9125	0.9125	0.9125	0.9139
S1	0.9069	0.9069	0.9146	0.9097
S2	0.8980	0.8980	0.9132
S3	0.8835	0.8924	0.9119
S4	0.8690	0.8779	0.9079

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0584	1.0311	0.9382
R3	1.0132	0.9859	0.9257
R2	0.9680	0.9680	0.9216
R1	0.9407	0.9407	0.9174	0.9318
PP	0.9228	0.9228	0.9228	0.9184
S1	0.8955	0.8955	0.9092	0.8866
S2	0.8776	0.8776	0.9050
S3	0.8324	0.8503	0.9009
S4	0.7872	0.8051	0.8884

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9424	0.9035	0.0389	4.2%	0.0135	1.5%	32%	False	True	145
10	0.9502	0.9035	0.0467	5.1%	0.0115	1.3%	27%	False	True	79
20	0.9626	0.9035	0.0591	6.5%	0.0105	1.1%	21%	False	True	43
40	1.0197	0.9035	0.1162	12.7%	0.0076	0.8%	11%	False	True	26
60	1.0359	0.9035	0.1324	14.5%	0.0053	0.6%	9%	False	True	18
80	1.0359	0.9035	0.1324	14.5%	0.0040	0.4%	9%	False	True	13
100	1.0359	0.9035	0.1324	14.5%	0.0032	0.4%	9%	False	True	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9796
2.618	0.9560
1.618	0.9415
1.000	0.9325
0.618	0.9270
HIGH	0.9180
0.618	0.9125
0.500	0.9108
0.382	0.9090
LOW	0.9035
0.618	0.8945
1.000	0.8890
1.618	0.8800
2.618	0.8655
4.250	0.8419

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	0.9142	0.9145
PP	0.9125	0.9131
S1	0.9108	0.9117

Download as Excel Spreadsheet

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

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