CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 0.8913 0.8950 0.0037 0.4% 0.9128
High 0.8977 0.8985 0.0008 0.1% 0.9159
Low 0.8865 0.8910 0.0045 0.5% 0.8865
Close 0.8933 0.8967 0.0034 0.4% 0.8967
Range 0.0112 0.0075 -0.0037 -33.0% 0.0294
ATR 0.0107 0.0105 -0.0002 -2.2% 0.0000
Volume 780 1,690 910 116.7% 3,729
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9179 0.9148 0.9008
R3 0.9104 0.9073 0.8988
R2 0.9029 0.9029 0.8981
R1 0.8998 0.8998 0.8974 0.9014
PP 0.8954 0.8954 0.8954 0.8962
S1 0.8923 0.8923 0.8960 0.8939
S2 0.8879 0.8879 0.8953
S3 0.8804 0.8848 0.8946
S4 0.8729 0.8773 0.8926
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9879 0.9717 0.9129
R3 0.9585 0.9423 0.9048
R2 0.9291 0.9291 0.9021
R1 0.9129 0.9129 0.8994 0.9063
PP 0.8997 0.8997 0.8997 0.8964
S1 0.8835 0.8835 0.8940 0.8769
S2 0.8703 0.8703 0.8913
S3 0.8409 0.8541 0.8886
S4 0.8115 0.8247 0.8805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9159 0.8865 0.0294 3.3% 0.0102 1.1% 35% False False 745
10 0.9159 0.8865 0.0294 3.3% 0.0095 1.1% 35% False False 687
20 0.9202 0.8769 0.0433 4.8% 0.0103 1.1% 46% False False 718
40 0.9210 0.8769 0.0441 4.9% 0.0108 1.2% 45% False False 448
60 0.9626 0.8769 0.0857 9.6% 0.0108 1.2% 23% False False 320
80 1.0192 0.8769 0.1423 15.9% 0.0094 1.0% 14% False False 242
100 1.0359 0.8769 0.1590 17.7% 0.0077 0.9% 12% False False 194
120 1.0359 0.8769 0.1590 17.7% 0.0065 0.7% 12% False False 162
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9304
2.618 0.9181
1.618 0.9106
1.000 0.9060
0.618 0.9031
HIGH 0.8985
0.618 0.8956
0.500 0.8948
0.382 0.8939
LOW 0.8910
0.618 0.8864
1.000 0.8835
1.618 0.8789
2.618 0.8714
4.250 0.8591
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 0.8961 0.8956
PP 0.8954 0.8944
S1 0.8948 0.8933

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

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