CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 0.9054 0.8966 -0.0088 -1.0% 0.9161
High 0.9077 0.9031 -0.0046 -0.5% 0.9200
Low 0.8949 0.8918 -0.0031 -0.3% 0.9039
Close 0.9010 0.8986 -0.0024 -0.3% 0.9182
Range 0.0128 0.0113 -0.0015 -11.7% 0.0161
ATR 0.0116 0.0116 0.0000 -0.2% 0.0000
Volume 128,058 111,229 -16,829 -13.1% 438,939
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9317 0.9265 0.9048
R3 0.9204 0.9152 0.9017
R2 0.9091 0.9091 0.9007
R1 0.9039 0.9039 0.8996 0.9065
PP 0.8978 0.8978 0.8978 0.8992
S1 0.8926 0.8926 0.8976 0.8952
S2 0.8865 0.8865 0.8965
S3 0.8752 0.8813 0.8955
S4 0.8639 0.8700 0.8924
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9623 0.9564 0.9271
R3 0.9462 0.9403 0.9226
R2 0.9301 0.9301 0.9212
R1 0.9242 0.9242 0.9197 0.9272
PP 0.9140 0.9140 0.9140 0.9155
S1 0.9081 0.9081 0.9167 0.9111
S2 0.8979 0.8979 0.9152
S3 0.8818 0.8920 0.9138
S4 0.8657 0.8759 0.9093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9217 0.8918 0.0299 3.3% 0.0114 1.3% 23% False True 100,172
10 0.9217 0.8918 0.0299 3.3% 0.0108 1.2% 23% False True 95,392
20 0.9264 0.8823 0.0441 4.9% 0.0111 1.2% 37% False False 98,683
40 0.9287 0.8823 0.0464 5.2% 0.0120 1.3% 35% False False 104,326
60 0.9719 0.8823 0.0896 10.0% 0.0130 1.4% 18% False False 95,649
80 1.0269 0.8823 0.1446 16.1% 0.0124 1.4% 11% False False 72,056
100 1.0454 0.8823 0.1631 18.2% 0.0114 1.3% 10% False False 57,675
120 1.0454 0.8823 0.1631 18.2% 0.0100 1.1% 10% False False 48,065
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9511
2.618 0.9327
1.618 0.9214
1.000 0.9144
0.618 0.9101
HIGH 0.9031
0.618 0.8988
0.500 0.8975
0.382 0.8961
LOW 0.8918
0.618 0.8848
1.000 0.8805
1.618 0.8735
2.618 0.8622
4.250 0.8438
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 0.8982 0.9018
PP 0.8978 0.9007
S1 0.8975 0.8997

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

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