CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 14-Oct-2013

Day Change Summary
	Previous	Current
	11-Oct-2013	14-Oct-2013	Change	Change %	Previous Week
Open	0.9419	0.9398	-0.0021	-0.2%	0.9387
High	0.9446	0.9469	0.0023	0.2%	0.9446
Low	0.9392	0.9390	-0.0002	0.0%	0.9345
Close	0.9430	0.9440	0.0010	0.1%	0.9430
Range	0.0054	0.0079	0.0025	46.3%	0.0101
ATR	0.0081	0.0081	0.0000	-0.2%	0.0000
Volume	59,339	41,908	-17,431	-29.4%	337,664

Daily Pivots for day following 14-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9670	0.9634	0.9483
R3	0.9591	0.9555	0.9462
R2	0.9512	0.9512	0.9454
R1	0.9476	0.9476	0.9447	0.9494
PP	0.9433	0.9433	0.9433	0.9442
S1	0.9397	0.9397	0.9433	0.9415
S2	0.9354	0.9354	0.9426
S3	0.9275	0.9318	0.9418
S4	0.9196	0.9239	0.9397

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9710	0.9671	0.9486
R3	0.9609	0.9570	0.9458
R2	0.9508	0.9508	0.9449
R1	0.9469	0.9469	0.9439	0.9489
PP	0.9407	0.9407	0.9407	0.9417
S1	0.9368	0.9368	0.9421	0.9388
S2	0.9306	0.9306	0.9411
S3	0.9205	0.9267	0.9402
S4	0.9104	0.9166	0.9374

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9469	0.9350	0.0119	1.3%	0.0068	0.7%	76%	True	False	65,404
10	0.9469	0.9242	0.0227	2.4%	0.0074	0.8%	87%	True	False	69,179
20	0.9476	0.9231	0.0245	2.6%	0.0081	0.9%	85%	False	False	71,183
40	0.9476	0.8830	0.0646	6.8%	0.0087	0.9%	94%	False	False	44,667
60	0.9476	0.8769	0.0707	7.5%	0.0093	1.0%	95%	False	False	29,973
80	0.9476	0.8769	0.0707	7.5%	0.0097	1.0%	95%	False	False	22,521
100	0.9626	0.8769	0.0857	9.1%	0.0098	1.0%	78%	False	False	18,022
120	1.0197	0.8769	0.1428	15.1%	0.0088	0.9%	47%	False	False	15,019

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9805
2.618	0.9676
1.618	0.9597
1.000	0.9548
0.618	0.9518
HIGH	0.9469
0.618	0.9439
0.500	0.9430
0.382	0.9420
LOW	0.9390
0.618	0.9341
1.000	0.9311
1.618	0.9262
2.618	0.9183
4.250	0.9054

Fisher Pivots for day following 14-Oct-2013
Pivot	1 day	3 day
R1	0.9437	0.9430
PP	0.9433	0.9420
S1	0.9430	0.9410

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols