CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 0.9156 0.9150 -0.0006 -0.1% 0.9500
High 0.9176 0.9233 0.0057 0.6% 0.9502
Low 0.9107 0.9145 0.0038 0.4% 0.9050
Close 0.9150 0.9153 0.0003 0.0% 0.9133
Range 0.0069 0.0088 0.0019 27.5% 0.0452
ATR 0.0109 0.0108 -0.0002 -1.4% 0.0000
Volume 92 152 60 65.2% 589
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9441 0.9385 0.9201
R3 0.9353 0.9297 0.9177
R2 0.9265 0.9265 0.9169
R1 0.9209 0.9209 0.9161 0.9237
PP 0.9177 0.9177 0.9177 0.9191
S1 0.9121 0.9121 0.9145 0.9149
S2 0.9089 0.9089 0.9137
S3 0.9001 0.9033 0.9129
S4 0.8913 0.8945 0.9105
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 0.9233 0.9035 0.0198 2.2% 0.0102 1.1% 60% True False 159
10 0.9502 0.9035 0.0467 5.1% 0.0112 1.2% 25% False False 100
20 0.9626 0.9035 0.0591 6.5% 0.0107 1.2% 20% False False 55
40 1.0192 0.9035 0.1157 12.6% 0.0079 0.9% 10% False False 32
60 1.0359 0.9035 0.1324 14.5% 0.0056 0.6% 9% False False 22
80 1.0359 0.9035 0.1324 14.5% 0.0042 0.5% 9% False False 16
100 1.0359 0.9035 0.1324 14.5% 0.0034 0.4% 9% False False 14
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9607
2.618 0.9463
1.618 0.9375
1.000 0.9321
0.618 0.9287
HIGH 0.9233
0.618 0.9199
0.500 0.9189
0.382 0.9179
LOW 0.9145
0.618 0.9091
1.000 0.9057
1.618 0.9003
2.618 0.8915
4.250 0.8771
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 0.9189 0.9147
PP 0.9177 0.9140
S1 0.9165 0.9134

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

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