CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 0.9263 0.9278 0.0015 0.2% 0.9328
High 0.9309 0.9389 0.0080 0.9% 0.9406
Low 0.9235 0.9242 0.0007 0.1% 0.9250
Close 0.9279 0.9341 0.0062 0.7% 0.9272
Range 0.0074 0.0147 0.0073 98.6% 0.0156
ATR 0.0091 0.0095 0.0004 4.4% 0.0000
Volume 71,886 99,113 27,227 37.9% 310,590
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9765 0.9700 0.9422
R3 0.9618 0.9553 0.9381
R2 0.9471 0.9471 0.9368
R1 0.9406 0.9406 0.9354 0.9439
PP 0.9324 0.9324 0.9324 0.9340
S1 0.9259 0.9259 0.9328 0.9292
S2 0.9177 0.9177 0.9314
S3 0.9030 0.9112 0.9301
S4 0.8883 0.8965 0.9260
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9777 0.9681 0.9358
R3 0.9621 0.9525 0.9315
R2 0.9465 0.9465 0.9301
R1 0.9369 0.9369 0.9286 0.9339
PP 0.9309 0.9309 0.9309 0.9295
S1 0.9213 0.9213 0.9258 0.9183
S2 0.9153 0.9153 0.9243
S3 0.8997 0.9057 0.9229
S4 0.8841 0.8901 0.9186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9389 0.9235 0.0154 1.6% 0.0083 0.9% 69% True False 71,009
10 0.9476 0.9235 0.0241 2.6% 0.0094 1.0% 44% False False 76,631
20 0.9476 0.8976 0.0500 5.4% 0.0094 1.0% 73% False False 58,523
40 0.9476 0.8830 0.0646 6.9% 0.0095 1.0% 79% False False 29,985
60 0.9476 0.8769 0.0707 7.6% 0.0100 1.1% 81% False False 20,120
80 0.9502 0.8769 0.0733 7.8% 0.0102 1.1% 78% False False 15,118
100 0.9947 0.8769 0.1178 12.6% 0.0097 1.0% 49% False False 12,096
120 1.0330 0.8769 0.1561 16.7% 0.0084 0.9% 37% False False 10,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0014
2.618 0.9774
1.618 0.9627
1.000 0.9536
0.618 0.9480
HIGH 0.9389
0.618 0.9333
0.500 0.9316
0.382 0.9298
LOW 0.9242
0.618 0.9151
1.000 0.9095
1.618 0.9004
2.618 0.8857
4.250 0.8617
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 0.9333 0.9331
PP 0.9324 0.9322
S1 0.9316 0.9312

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

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