CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 0.9087 0.9096 0.0009 0.1% 0.9500
High 0.9136 0.9180 0.0044 0.5% 0.9502
Low 0.9075 0.9035 -0.0040 -0.4% 0.9050
Close 0.9133 0.9159 0.0026 0.3% 0.9133
Range 0.0061 0.0145 0.0084 137.7% 0.0452
ATR 0.0110 0.0112 0.0003 2.3% 0.0000
Volume 258 146 -112 -43.4% 589
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9560 0.9504 0.9239
R3 0.9415 0.9359 0.9199
R2 0.9270 0.9270 0.9186
R1 0.9214 0.9214 0.9172 0.9242
PP 0.9125 0.9125 0.9125 0.9139
S1 0.9069 0.9069 0.9146 0.9097
S2 0.8980 0.8980 0.9132
S3 0.8835 0.8924 0.9119
S4 0.8690 0.8779 0.9079
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0584 1.0311 0.9382
R3 1.0132 0.9859 0.9257
R2 0.9680 0.9680 0.9216
R1 0.9407 0.9407 0.9174 0.9318
PP 0.9228 0.9228 0.9228 0.9184
S1 0.8955 0.8955 0.9092 0.8866
S2 0.8776 0.8776 0.9050
S3 0.8324 0.8503 0.9009
S4 0.7872 0.8051 0.8884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9424 0.9035 0.0389 4.2% 0.0135 1.5% 32% False True 145
10 0.9502 0.9035 0.0467 5.1% 0.0115 1.3% 27% False True 79
20 0.9626 0.9035 0.0591 6.5% 0.0105 1.1% 21% False True 43
40 1.0197 0.9035 0.1162 12.7% 0.0076 0.8% 11% False True 26
60 1.0359 0.9035 0.1324 14.5% 0.0053 0.6% 9% False True 18
80 1.0359 0.9035 0.1324 14.5% 0.0040 0.4% 9% False True 13
100 1.0359 0.9035 0.1324 14.5% 0.0032 0.4% 9% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9796
2.618 0.9560
1.618 0.9415
1.000 0.9325
0.618 0.9270
HIGH 0.9180
0.618 0.9125
0.500 0.9108
0.382 0.9090
LOW 0.9035
0.618 0.8945
1.000 0.8890
1.618 0.8800
2.618 0.8655
4.250 0.8419
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 0.9142 0.9145
PP 0.9125 0.9131
S1 0.9108 0.9117

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

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