CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 09-Jul-2013

Day Change Summary
	Previous	Current
	08-Jul-2013	09-Jul-2013	Change	Change %	Previous Week
Open	0.8947	0.9032	0.0085	1.0%	0.9018
High	0.9042	0.9099	0.0057	0.6%	0.9137
Low	0.8945	0.8998	0.0053	0.6%	0.8950
Close	0.9040	0.9089	0.0049	0.5%	0.8962
Range	0.0097	0.0101	0.0004	4.1%	0.0187
ATR	0.0109	0.0108	-0.0001	-0.5%	0.0000
Volume	240	93	-147	-61.3%	699

Daily Pivots for day following 09-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9365	0.9328	0.9145
R3	0.9264	0.9227	0.9117
R2	0.9163	0.9163	0.9108
R1	0.9126	0.9126	0.9098	0.9145
PP	0.9062	0.9062	0.9062	0.9071
S1	0.9025	0.9025	0.9080	0.9044
S2	0.8961	0.8961	0.9070
S3	0.8860	0.8924	0.9061
S4	0.8759	0.8823	0.9033

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9577	0.9457	0.9065
R3	0.9390	0.9270	0.9013
R2	0.9203	0.9203	0.8996
R1	0.9083	0.9083	0.8979	0.9050
PP	0.9016	0.9016	0.9016	0.9000
S1	0.8896	0.8896	0.8945	0.8863
S2	0.8829	0.8829	0.8928
S3	0.8642	0.8709	0.8911
S4	0.8455	0.8522	0.8859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9136	0.8945	0.0191	2.1%	0.0105	1.2%	75%	False	False	181
10	0.9233	0.8945	0.0288	3.2%	0.0102	1.1%	50%	False	False	149
20	0.9502	0.8945	0.0557	6.1%	0.0108	1.2%	26%	False	False	114
40	0.9812	0.8945	0.0867	9.5%	0.0092	1.0%	17%	False	False	61
60	1.0199	0.8945	0.1254	13.8%	0.0069	0.8%	11%	False	False	42
80	1.0359	0.8945	0.1414	15.6%	0.0053	0.6%	10%	False	False	32
100	1.0359	0.8945	0.1414	15.6%	0.0042	0.5%	10%	False	False	27

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9528
2.618	0.9363
1.618	0.9262
1.000	0.9200
0.618	0.9161
HIGH	0.9099
0.618	0.9060
0.500	0.9049
0.382	0.9037
LOW	0.8998
0.618	0.8936
1.000	0.8897
1.618	0.8835
2.618	0.8734
4.250	0.8569

Fisher Pivots for day following 09-Jul-2013
Pivot	1 day	3 day
R1	0.9076	0.9067
PP	0.9062	0.9044
S1	0.9049	0.9022

Download as Excel Spreadsheet

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

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