CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 0.9122 0.9082 -0.0040 -0.4% 0.8887
High 0.9135 0.9142 0.0007 0.1% 0.9194
Low 0.9053 0.9062 0.0009 0.1% 0.8823
Close 0.9083 0.9123 0.0040 0.4% 0.9193
Range 0.0082 0.0080 -0.0002 -2.4% 0.0371
ATR 0.0118 0.0116 -0.0003 -2.3% 0.0000
Volume 82,473 76,931 -5,542 -6.7% 463,361
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9349 0.9316 0.9167
R3 0.9269 0.9236 0.9145
R2 0.9189 0.9189 0.9138
R1 0.9156 0.9156 0.9130 0.9173
PP 0.9109 0.9109 0.9109 0.9117
S1 0.9076 0.9076 0.9116 0.9093
S2 0.9029 0.9029 0.9108
S3 0.8949 0.8996 0.9101
S4 0.8869 0.8916 0.9079
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0183 1.0059 0.9397
R3 0.9812 0.9688 0.9295
R2 0.9441 0.9441 0.9261
R1 0.9317 0.9317 0.9227 0.9379
PP 0.9070 0.9070 0.9070 0.9101
S1 0.8946 0.8946 0.9159 0.9008
S2 0.8699 0.8699 0.9125
S3 0.8328 0.8575 0.9091
S4 0.7957 0.8204 0.8989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9200 0.8948 0.0252 2.8% 0.0109 1.2% 69% False False 90,710
10 0.9200 0.8823 0.0377 4.1% 0.0103 1.1% 80% False False 92,563
20 0.9284 0.8823 0.0461 5.1% 0.0111 1.2% 65% False False 95,249
40 0.9500 0.8823 0.0677 7.4% 0.0125 1.4% 44% False False 110,287
60 0.9761 0.8823 0.0938 10.3% 0.0131 1.4% 32% False False 85,629
80 1.0283 0.8823 0.1460 16.0% 0.0120 1.3% 21% False False 64,391
100 1.0454 0.8823 0.1631 17.9% 0.0109 1.2% 18% False False 51,535
120 1.0454 0.8823 0.1631 17.9% 0.0095 1.0% 18% False False 42,947
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9482
2.618 0.9351
1.618 0.9271
1.000 0.9222
0.618 0.9191
HIGH 0.9142
0.618 0.9111
0.500 0.9102
0.382 0.9093
LOW 0.9062
0.618 0.9013
1.000 0.8982
1.618 0.8933
2.618 0.8853
4.250 0.8722
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 0.9116 0.9127
PP 0.9109 0.9125
S1 0.9102 0.9124

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

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