CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 0.9357 0.9356 -0.0001 0.0% 0.9361
High 0.9402 0.9432 0.0030 0.3% 0.9369
Low 0.9342 0.9336 -0.0006 -0.1% 0.9247
Close 0.9358 0.9400 0.0042 0.4% 0.9343
Range 0.0060 0.0096 0.0036 60.0% 0.0122
ATR 0.0082 0.0083 0.0001 1.2% 0.0000
Volume 65,090 69,799 4,709 7.2% 359,473
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9677 0.9635 0.9453
R3 0.9581 0.9539 0.9426
R2 0.9485 0.9485 0.9418
R1 0.9443 0.9443 0.9409 0.9464
PP 0.9389 0.9389 0.9389 0.9400
S1 0.9347 0.9347 0.9391 0.9368
S2 0.9293 0.9293 0.9382
S3 0.9197 0.9251 0.9374
S4 0.9101 0.9155 0.9347
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9686 0.9636 0.9410
R3 0.9564 0.9514 0.9377
R2 0.9442 0.9442 0.9365
R1 0.9392 0.9392 0.9354 0.9356
PP 0.9320 0.9320 0.9320 0.9302
S1 0.9270 0.9270 0.9332 0.9234
S2 0.9198 0.9198 0.9321
S3 0.9076 0.9148 0.9309
S4 0.8954 0.9026 0.9276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9432 0.9259 0.0173 1.8% 0.0085 0.9% 82% True False 72,703
10 0.9518 0.9247 0.0271 2.9% 0.0085 0.9% 56% False False 78,577
20 0.9725 0.9247 0.0478 5.1% 0.0085 0.9% 32% False False 78,300
40 0.9725 0.9235 0.0490 5.2% 0.0079 0.8% 34% False False 72,985
60 0.9725 0.8830 0.0895 9.5% 0.0085 0.9% 64% False False 62,564
80 0.9725 0.8769 0.0956 10.2% 0.0089 0.9% 66% False False 47,111
100 0.9725 0.8769 0.0956 10.2% 0.0093 1.0% 66% False False 37,725
120 0.9725 0.8769 0.0956 10.2% 0.0096 1.0% 66% False False 31,448
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 False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9840
2.618 0.9683
1.618 0.9587
1.000 0.9528
0.618 0.9491
HIGH 0.9432
0.618 0.9395
0.500 0.9384
0.382 0.9373
LOW 0.9336
0.618 0.9277
1.000 0.9240
1.618 0.9181
2.618 0.9085
4.250 0.8928
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 0.9395 0.9387
PP 0.9389 0.9373
S1 0.9384 0.9360

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

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