CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 30-Aug-2013

Day Change Summary
	Previous	Current
	29-Aug-2013	30-Aug-2013	Change	Change %	Previous Week
Open	0.8878	0.8864	-0.0014	-0.2%	0.8967
High	0.8917	0.8895	-0.0022	-0.2%	0.9005
Low	0.8856	0.8833	-0.0023	-0.3%	0.8830
Close	0.8872	0.8840	-0.0032	-0.4%	0.8840
Range	0.0061	0.0062	0.0001	1.6%	0.0175
ATR	0.0098	0.0095	-0.0003	-2.6%	0.0000
Volume	1,976	9,621	7,645	386.9%	14,734

Daily Pivots for day following 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9042	0.9003	0.8874
R3	0.8980	0.8941	0.8857
R2	0.8918	0.8918	0.8851
R1	0.8879	0.8879	0.8846	0.8868
PP	0.8856	0.8856	0.8856	0.8850
S1	0.8817	0.8817	0.8834	0.8806
S2	0.8794	0.8794	0.8829
S3	0.8732	0.8755	0.8823
S4	0.8670	0.8693	0.8806

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9417	0.9303	0.8936
R3	0.9242	0.9128	0.8888
R2	0.9067	0.9067	0.8872
R1	0.8953	0.8953	0.8856	0.8923
PP	0.8892	0.8892	0.8892	0.8876
S1	0.8778	0.8778	0.8824	0.8748
S2	0.8717	0.8717	0.8808
S3	0.8542	0.8603	0.8792
S4	0.8367	0.8428	0.8744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9005	0.8830	0.0175	2.0%	0.0073	0.8%	6%	False	False	2,946
10	0.9159	0.8830	0.0329	3.7%	0.0087	1.0%	3%	False	False	1,846
20	0.9159	0.8769	0.0390	4.4%	0.0093	1.1%	18%	False	False	1,214
40	0.9210	0.8769	0.0441	5.0%	0.0102	1.2%	16%	False	False	798
60	0.9502	0.8769	0.0733	8.3%	0.0104	1.2%	10%	False	False	565
80	1.0000	0.8769	0.1231	13.9%	0.0097	1.1%	6%	False	False	425
100	1.0359	0.8769	0.1590	18.0%	0.0081	0.9%	4%	False	False	341
120	1.0359	0.8769	0.1590	18.0%	0.0068	0.8%	4%	False	False	284

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9159
2.618	0.9057
1.618	0.8995
1.000	0.8957
0.618	0.8933
HIGH	0.8895
0.618	0.8871
0.500	0.8864
0.382	0.8857
LOW	0.8833
0.618	0.8795
1.000	0.8771
1.618	0.8733
2.618	0.8671
4.250	0.8570

Fisher Pivots for day following 30-Aug-2013
Pivot	1 day	3 day
R1	0.8864	0.8874
PP	0.8856	0.8863
S1	0.8848	0.8851

Download as Excel Spreadsheet

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

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