CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 26-Jun-2013

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	0.9156	0.9150	-0.0006	-0.1%	0.9500
High	0.9176	0.9233	0.0057	0.6%	0.9502
Low	0.9107	0.9145	0.0038	0.4%	0.9050
Close	0.9150	0.9153	0.0003	0.0%	0.9133
Range	0.0069	0.0088	0.0019	27.5%	0.0452
ATR	0.0109	0.0108	-0.0002	-1.4%	0.0000
Volume	92	152	60	65.2%	589

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9441	0.9385	0.9201
R3	0.9353	0.9297	0.9177
R2	0.9265	0.9265	0.9169
R1	0.9209	0.9209	0.9161	0.9237
PP	0.9177	0.9177	0.9177	0.9191
S1	0.9121	0.9121	0.9145	0.9149
S2	0.9089	0.9089	0.9137
S3	0.9001	0.9033	0.9129
S4	0.8913	0.8945	0.9105

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	0.9233	0.9035	0.0198	2.2%	0.0102	1.1%	60%	True	False	159
10	0.9502	0.9035	0.0467	5.1%	0.0112	1.2%	25%	False	False	100
20	0.9626	0.9035	0.0591	6.5%	0.0107	1.2%	20%	False	False	55
40	1.0192	0.9035	0.1157	12.6%	0.0079	0.9%	10%	False	False	32
60	1.0359	0.9035	0.1324	14.5%	0.0056	0.6%	9%	False	False	22
80	1.0359	0.9035	0.1324	14.5%	0.0042	0.5%	9%	False	False	16
100	1.0359	0.9035	0.1324	14.5%	0.0034	0.4%	9%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9607
2.618	0.9463
1.618	0.9375
1.000	0.9321
0.618	0.9287
HIGH	0.9233
0.618	0.9199
0.500	0.9189
0.382	0.9179
LOW	0.9145
0.618	0.9091
1.000	0.9057
1.618	0.9003
2.618	0.8915
4.250	0.8771

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	0.9189	0.9147
PP	0.9177	0.9140
S1	0.9165	0.9134

Download as Excel Spreadsheet

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

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