CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 0.9337 0.9316 -0.0021 -0.2% 0.9288
High 0.9344 0.9354 0.0010 0.1% 0.9476
Low 0.9289 0.9292 0.0003 0.0% 0.9195
Close 0.9313 0.9310 -0.0003 0.0% 0.9354
Range 0.0055 0.0062 0.0007 12.7% 0.0281
ATR 0.0096 0.0094 -0.0002 -2.5% 0.0000
Volume 64,112 63,091 -1,021 -1.6% 428,247
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9505 0.9469 0.9344
R3 0.9443 0.9407 0.9327
R2 0.9381 0.9381 0.9321
R1 0.9345 0.9345 0.9316 0.9332
PP 0.9319 0.9319 0.9319 0.9312
S1 0.9283 0.9283 0.9304 0.9270
S2 0.9257 0.9257 0.9299
S3 0.9195 0.9221 0.9293
S4 0.9133 0.9159 0.9276
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0185 1.0050 0.9509
R3 0.9904 0.9769 0.9431
R2 0.9623 0.9623 0.9406
R1 0.9488 0.9488 0.9380 0.9556
PP 0.9342 0.9342 0.9342 0.9375
S1 0.9207 0.9207 0.9328 0.9275
S2 0.9061 0.9061 0.9302
S3 0.8780 0.8926 0.9277
S4 0.8499 0.8645 0.9199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9406 0.9289 0.0117 1.3% 0.0070 0.7% 18% False False 67,423
10 0.9476 0.9167 0.0309 3.3% 0.0091 1.0% 46% False False 75,328
20 0.9476 0.8833 0.0643 6.9% 0.0093 1.0% 74% False False 47,965
40 0.9476 0.8769 0.0707 7.6% 0.0094 1.0% 77% False False 24,358
60 0.9476 0.8769 0.0707 7.6% 0.0101 1.1% 77% False False 16,334
80 0.9551 0.8769 0.0782 8.4% 0.0104 1.1% 69% False False 12,270
100 1.0090 0.8769 0.1321 14.2% 0.0095 1.0% 41% False False 9,818
120 1.0359 0.8769 0.1590 17.1% 0.0082 0.9% 34% False False 8,182
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9618
2.618 0.9516
1.618 0.9454
1.000 0.9416
0.618 0.9392
HIGH 0.9354
0.618 0.9330
0.500 0.9323
0.382 0.9316
LOW 0.9292
0.618 0.9254
1.000 0.9230
1.618 0.9192
2.618 0.9130
4.250 0.9029
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 0.9323 0.9333
PP 0.9319 0.9325
S1 0.9314 0.9318

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

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