CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 0.9310 0.9323 0.0013 0.1% 0.8923
High 0.9336 0.9353 0.0017 0.2% 0.9213
Low 0.9274 0.9224 -0.0050 -0.5% 0.8892
Close 0.9330 0.9266 -0.0064 -0.7% 0.9185
Range 0.0062 0.0129 0.0067 108.1% 0.0321
ATR 0.0102 0.0104 0.0002 1.9% 0.0000
Volume 101,621 88,286 -13,335 -13.1% 491,130
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9668 0.9596 0.9337
R3 0.9539 0.9467 0.9301
R2 0.9410 0.9410 0.9290
R1 0.9338 0.9338 0.9278 0.9310
PP 0.9281 0.9281 0.9281 0.9267
S1 0.9209 0.9209 0.9254 0.9181
S2 0.9152 0.9152 0.9242
S3 0.9023 0.9080 0.9231
S4 0.8894 0.8951 0.9195
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0060 0.9943 0.9362
R3 0.9739 0.9622 0.9273
R2 0.9418 0.9418 0.9244
R1 0.9301 0.9301 0.9214 0.9360
PP 0.9097 0.9097 0.9097 0.9126
S1 0.8980 0.8980 0.9156 0.9039
S2 0.8776 0.8776 0.9126
S3 0.8455 0.8659 0.9097
S4 0.8134 0.8338 0.9008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9353 0.9111 0.0242 2.6% 0.0094 1.0% 64% True False 96,234
10 0.9353 0.8883 0.0470 5.1% 0.0100 1.1% 81% True False 100,638
20 0.9353 0.8881 0.0472 5.1% 0.0102 1.1% 82% True False 98,660
40 0.9353 0.8823 0.0530 5.7% 0.0107 1.1% 84% True False 96,955
60 0.9500 0.8823 0.0677 7.3% 0.0117 1.3% 65% False False 106,411
80 0.9761 0.8823 0.0938 10.1% 0.0124 1.3% 47% False False 88,887
100 1.0283 0.8823 0.1460 15.8% 0.0116 1.3% 30% False False 71,245
120 1.0454 0.8823 0.1631 17.6% 0.0108 1.2% 27% False False 59,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9901
2.618 0.9691
1.618 0.9562
1.000 0.9482
0.618 0.9433
HIGH 0.9353
0.618 0.9304
0.500 0.9289
0.382 0.9273
LOW 0.9224
0.618 0.9144
1.000 0.9095
1.618 0.9015
2.618 0.8886
4.250 0.8676
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 0.9289 0.9283
PP 0.9281 0.9277
S1 0.9274 0.9272

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

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