CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 0.9170 0.9150 -0.0020 -0.2% 0.9096
High 0.9222 0.9159 -0.0063 -0.7% 0.9233
Low 0.9156 0.9010 -0.0146 -1.6% 0.9010
Close 0.9168 0.9051 -0.0117 -1.3% 0.9051
Range 0.0066 0.0149 0.0083 125.8% 0.0223
ATR 0.0105 0.0109 0.0004 3.6% 0.0000
Volume 167 56 -111 -66.5% 613
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9520 0.9435 0.9133
R3 0.9371 0.9286 0.9092
R2 0.9222 0.9222 0.9078
R1 0.9137 0.9137 0.9065 0.9105
PP 0.9073 0.9073 0.9073 0.9058
S1 0.8988 0.8988 0.9037 0.8956
S2 0.8924 0.8924 0.9024
S3 0.8775 0.8839 0.9010
S4 0.8626 0.8690 0.8969
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9767 0.9632 0.9174
R3 0.9544 0.9409 0.9112
R2 0.9321 0.9321 0.9092
R1 0.9186 0.9186 0.9071 0.9142
PP 0.9098 0.9098 0.9098 0.9076
S1 0.8963 0.8963 0.9031 0.8919
S2 0.8875 0.8875 0.9010
S3 0.8652 0.8740 0.8990
S4 0.8429 0.8517 0.8928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9233 0.9010 0.0223 2.5% 0.0103 1.1% 18% False True 122
10 0.9502 0.9010 0.0492 5.4% 0.0114 1.3% 8% False True 120
20 0.9626 0.9010 0.0616 6.8% 0.0111 1.2% 7% False True 65
40 1.0192 0.9010 0.1182 13.1% 0.0083 0.9% 3% False True 37
60 1.0359 0.9010 0.1349 14.9% 0.0059 0.7% 3% False True 25
80 1.0359 0.9010 0.1349 14.9% 0.0045 0.5% 3% False True 19
100 1.0359 0.9010 0.1349 14.9% 0.0036 0.4% 3% False True 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9792
2.618 0.9549
1.618 0.9400
1.000 0.9308
0.618 0.9251
HIGH 0.9159
0.618 0.9102
0.500 0.9085
0.382 0.9067
LOW 0.9010
0.618 0.8918
1.000 0.8861
1.618 0.8769
2.618 0.8620
4.250 0.8377
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 0.9085 0.9122
PP 0.9073 0.9098
S1 0.9062 0.9075

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

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