CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 0.9594 0.9632 0.0038 0.4% 0.9398
High 0.9649 0.9644 -0.0005 -0.1% 0.9649
Low 0.9569 0.9607 0.0038 0.4% 0.9390
Close 0.9631 0.9622 -0.0009 -0.1% 0.9631
Range 0.0080 0.0037 -0.0043 -53.8% 0.0259
ATR 0.0082 0.0079 -0.0003 -3.9% 0.0000
Volume 61,926 56,263 -5,663 -9.1% 314,002
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9735 0.9716 0.9642
R3 0.9698 0.9679 0.9632
R2 0.9661 0.9661 0.9629
R1 0.9642 0.9642 0.9625 0.9633
PP 0.9624 0.9624 0.9624 0.9620
S1 0.9605 0.9605 0.9619 0.9596
S2 0.9587 0.9587 0.9615
S3 0.9550 0.9568 0.9612
S4 0.9513 0.9531 0.9602
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0334 1.0241 0.9773
R3 1.0075 0.9982 0.9702
R2 0.9816 0.9816 0.9678
R1 0.9723 0.9723 0.9655 0.9770
PP 0.9557 0.9557 0.9557 0.9580
S1 0.9464 0.9464 0.9607 0.9511
S2 0.9298 0.9298 0.9584
S3 0.9039 0.9205 0.9560
S4 0.8780 0.8946 0.9489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9649 0.9439 0.0210 2.2% 0.0074 0.8% 87% False False 65,671
10 0.9649 0.9350 0.0299 3.1% 0.0071 0.7% 91% False False 65,538
20 0.9649 0.9235 0.0414 4.3% 0.0072 0.8% 93% False False 67,134
40 0.9649 0.8830 0.0819 8.5% 0.0084 0.9% 97% False False 52,782
60 0.9649 0.8769 0.0880 9.1% 0.0090 0.9% 97% False False 35,428
80 0.9649 0.8769 0.0880 9.1% 0.0096 1.0% 97% False False 26,615
100 0.9649 0.8769 0.0880 9.1% 0.0098 1.0% 97% False False 21,305
120 1.0192 0.8769 0.1423 14.8% 0.0090 0.9% 60% False False 17,756
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 0.9801
2.618 0.9741
1.618 0.9704
1.000 0.9681
0.618 0.9667
HIGH 0.9644
0.618 0.9630
0.500 0.9626
0.382 0.9621
LOW 0.9607
0.618 0.9584
1.000 0.9570
1.618 0.9547
2.618 0.9510
4.250 0.9450
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 0.9626 0.9605
PP 0.9624 0.9587
S1 0.9623 0.9570

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

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