CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 0.9356 0.9410 0.0054 0.6% 0.9361
High 0.9432 0.9432 0.0000 0.0% 0.9369
Low 0.9336 0.9300 -0.0036 -0.4% 0.9247
Close 0.9400 0.9313 -0.0087 -0.9% 0.9343
Range 0.0096 0.0132 0.0036 37.5% 0.0122
ATR 0.0083 0.0086 0.0004 4.2% 0.0000
Volume 69,799 98,907 29,108 41.7% 359,473
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9744 0.9661 0.9386
R3 0.9612 0.9529 0.9349
R2 0.9480 0.9480 0.9337
R1 0.9397 0.9397 0.9325 0.9373
PP 0.9348 0.9348 0.9348 0.9336
S1 0.9265 0.9265 0.9301 0.9241
S2 0.9216 0.9216 0.9289
S3 0.9084 0.9133 0.9277
S4 0.8952 0.9001 0.9240
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 0.9263 0.0169 1.8% 0.0093 1.0% 30% True False 77,376
10 0.9508 0.9247 0.0261 2.8% 0.0092 1.0% 25% False False 82,761
20 0.9639 0.9247 0.0392 4.2% 0.0084 0.9% 17% False False 78,278
40 0.9725 0.9235 0.0490 5.3% 0.0081 0.9% 16% False False 73,855
60 0.9725 0.8830 0.0895 9.6% 0.0085 0.9% 54% False False 64,199
80 0.9725 0.8769 0.0956 10.3% 0.0088 1.0% 57% False False 48,346
100 0.9725 0.8769 0.0956 10.3% 0.0093 1.0% 57% False False 38,713
120 0.9725 0.8769 0.0956 10.3% 0.0096 1.0% 57% False False 32,272
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 False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9993
2.618 0.9778
1.618 0.9646
1.000 0.9564
0.618 0.9514
HIGH 0.9432
0.618 0.9382
0.500 0.9366
0.382 0.9350
LOW 0.9300
0.618 0.9218
1.000 0.9168
1.618 0.9086
2.618 0.8954
4.250 0.8739
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 0.9366 0.9366
PP 0.9348 0.9348
S1 0.9331 0.9331

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

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