CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	0.9170	0.9150	-0.0020	-0.2%	0.9096
High	0.9222	0.9159	-0.0063	-0.7%	0.9233
Low	0.9156	0.9010	-0.0146	-1.6%	0.9010
Close	0.9168	0.9051	-0.0117	-1.3%	0.9051
Range	0.0066	0.0149	0.0083	125.8%	0.0223
ATR	0.0105	0.0109	0.0004	3.6%	0.0000
Volume	167	56	-111	-66.5%	613

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9520	0.9435	0.9133
R3	0.9371	0.9286	0.9092
R2	0.9222	0.9222	0.9078
R1	0.9137	0.9137	0.9065	0.9105
PP	0.9073	0.9073	0.9073	0.9058
S1	0.8988	0.8988	0.9037	0.8956
S2	0.8924	0.8924	0.9024
S3	0.8775	0.8839	0.9010
S4	0.8626	0.8690	0.8969

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9767	0.9632	0.9174
R3	0.9544	0.9409	0.9112
R2	0.9321	0.9321	0.9092
R1	0.9186	0.9186	0.9071	0.9142
PP	0.9098	0.9098	0.9098	0.9076
S1	0.8963	0.8963	0.9031	0.8919
S2	0.8875	0.8875	0.9010
S3	0.8652	0.8740	0.8990
S4	0.8429	0.8517	0.8928

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9233	0.9010	0.0223	2.5%	0.0103	1.1%	18%	False	True	122
10	0.9502	0.9010	0.0492	5.4%	0.0114	1.3%	8%	False	True	120
20	0.9626	0.9010	0.0616	6.8%	0.0111	1.2%	7%	False	True	65
40	1.0192	0.9010	0.1182	13.1%	0.0083	0.9%	3%	False	True	37
60	1.0359	0.9010	0.1349	14.9%	0.0059	0.7%	3%	False	True	25
80	1.0359	0.9010	0.1349	14.9%	0.0045	0.5%	3%	False	True	19
100	1.0359	0.9010	0.1349	14.9%	0.0036	0.4%	3%	False	True	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9792
2.618	0.9549
1.618	0.9400
1.000	0.9308
0.618	0.9251
HIGH	0.9159
0.618	0.9102
0.500	0.9085
0.382	0.9067
LOW	0.9010
0.618	0.8918
1.000	0.8861
1.618	0.8769
2.618	0.8620
4.250	0.8377

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	0.9085	0.9122
PP	0.9073	0.9098
S1	0.9062	0.9075

Download as Excel Spreadsheet

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

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