CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 10-Jul-2013

Day Change Summary
	Previous	Current
	09-Jul-2013	10-Jul-2013	Change	Change %	Previous Week
Open	0.9032	0.9062	0.0030	0.3%	0.9018
High	0.9099	0.9132	0.0033	0.4%	0.9137
Low	0.8998	0.9012	0.0014	0.2%	0.8950
Close	0.9089	0.9016	-0.0073	-0.8%	0.8962
Range	0.0101	0.0120	0.0019	18.8%	0.0187
ATR	0.0108	0.0109	0.0001	0.8%	0.0000
Volume	93	168	75	80.6%	699

Daily Pivots for day following 10-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9413	0.9335	0.9082
R3	0.9293	0.9215	0.9049
R2	0.9173	0.9173	0.9038
R1	0.9095	0.9095	0.9027	0.9074
PP	0.9053	0.9053	0.9053	0.9043
S1	0.8975	0.8975	0.9005	0.8954
S2	0.8933	0.8933	0.8994
S3	0.8813	0.8855	0.8983
S4	0.8693	0.8735	0.8950

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	0.9132	0.8945	0.0187	2.1%	0.0109	1.2%	38%	True	False	190
10	0.9233	0.8945	0.0288	3.2%	0.0107	1.2%	25%	False	False	157
20	0.9502	0.8945	0.0557	6.2%	0.0110	1.2%	13%	False	False	122
40	0.9775	0.8945	0.0830	9.2%	0.0095	1.1%	9%	False	False	65
60	1.0199	0.8945	0.1254	13.9%	0.0071	0.8%	6%	False	False	45
80	1.0359	0.8945	0.1414	15.7%	0.0054	0.6%	5%	False	False	34
100	1.0359	0.8945	0.1414	15.7%	0.0044	0.5%	5%	False	False	28

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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9642
2.618	0.9446
1.618	0.9326
1.000	0.9252
0.618	0.9206
HIGH	0.9132
0.618	0.9086
0.500	0.9072
0.382	0.9058
LOW	0.9012
0.618	0.8938
1.000	0.8892
1.618	0.8818
2.618	0.8698
4.250	0.8502

Fisher Pivots for day following 10-Jul-2013
Pivot	1 day	3 day
R1	0.9072	0.9039
PP	0.9053	0.9031
S1	0.9035	0.9024

Download as Excel Spreadsheet

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

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