CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 0.9562 0.9589 0.0027 0.3% 0.9575
High 0.9624 0.9612 -0.0012 -0.1% 0.9624
Low 0.9513 0.9480 -0.0033 -0.3% 0.9457
Close 0.9598 0.9502 -0.0096 -1.0% 0.9502
Range 0.0111 0.0132 0.0021 18.9% 0.0167
ATR 0.0103 0.0105 0.0002 2.0% 0.0000
Volume 13,255 4,417 -8,838 -66.7% 22,766
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9927 0.9847 0.9575
R3 0.9795 0.9715 0.9538
R2 0.9663 0.9663 0.9526
R1 0.9583 0.9583 0.9514 0.9557
PP 0.9531 0.9531 0.9531 0.9519
S1 0.9451 0.9451 0.9490 0.9425
S2 0.9399 0.9399 0.9478
S3 0.9267 0.9319 0.9466
S4 0.9135 0.9187 0.9429
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0029 0.9932 0.9594
R3 0.9862 0.9765 0.9548
R2 0.9695 0.9695 0.9533
R1 0.9598 0.9598 0.9517 0.9563
PP 0.9528 0.9528 0.9528 0.9510
S1 0.9431 0.9431 0.9487 0.9396
S2 0.9361 0.9361 0.9471
S3 0.9194 0.9264 0.9456
S4 0.9027 0.9097 0.9410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9662 0.9457 0.0205 2.2% 0.0116 1.2% 22% False False 5,200
10 0.9761 0.9457 0.0304 3.2% 0.0121 1.3% 15% False False 3,396
20 1.0223 0.9457 0.0766 8.1% 0.0111 1.2% 6% False False 2,141
40 1.0454 0.9457 0.0997 10.5% 0.0093 1.0% 5% False False 1,153
60 1.0454 0.9457 0.0997 10.5% 0.0074 0.8% 5% False False 775
80 1.0454 0.9457 0.0997 10.5% 0.0060 0.6% 5% False False 582
100 1.0454 0.9457 0.0997 10.5% 0.0048 0.5% 5% False False 466
120 1.0454 0.9457 0.0997 10.5% 0.0040 0.4% 5% False False 388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0173
2.618 0.9958
1.618 0.9826
1.000 0.9744
0.618 0.9694
HIGH 0.9612
0.618 0.9562
0.500 0.9546
0.382 0.9530
LOW 0.9480
0.618 0.9398
1.000 0.9348
1.618 0.9266
2.618 0.9134
4.250 0.8919
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 0.9546 0.9541
PP 0.9531 0.9528
S1 0.9517 0.9515

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

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