CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 0.8947 0.9032 0.0085 1.0% 0.9018
High 0.9042 0.9099 0.0057 0.6% 0.9137
Low 0.8945 0.8998 0.0053 0.6% 0.8950
Close 0.9040 0.9089 0.0049 0.5% 0.8962
Range 0.0097 0.0101 0.0004 4.1% 0.0187
ATR 0.0109 0.0108 -0.0001 -0.5% 0.0000
Volume 240 93 -147 -61.3% 699
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9365 0.9328 0.9145
R3 0.9264 0.9227 0.9117
R2 0.9163 0.9163 0.9108
R1 0.9126 0.9126 0.9098 0.9145
PP 0.9062 0.9062 0.9062 0.9071
S1 0.9025 0.9025 0.9080 0.9044
S2 0.8961 0.8961 0.9070
S3 0.8860 0.8924 0.9061
S4 0.8759 0.8823 0.9033
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9577 0.9457 0.9065
R3 0.9390 0.9270 0.9013
R2 0.9203 0.9203 0.8996
R1 0.9083 0.9083 0.8979 0.9050
PP 0.9016 0.9016 0.9016 0.9000
S1 0.8896 0.8896 0.8945 0.8863
S2 0.8829 0.8829 0.8928
S3 0.8642 0.8709 0.8911
S4 0.8455 0.8522 0.8859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9136 0.8945 0.0191 2.1% 0.0105 1.2% 75% False False 181
10 0.9233 0.8945 0.0288 3.2% 0.0102 1.1% 50% False False 149
20 0.9502 0.8945 0.0557 6.1% 0.0108 1.2% 26% False False 114
40 0.9812 0.8945 0.0867 9.5% 0.0092 1.0% 17% False False 61
60 1.0199 0.8945 0.1254 13.8% 0.0069 0.8% 11% False False 42
80 1.0359 0.8945 0.1414 15.6% 0.0053 0.6% 10% False False 32
100 1.0359 0.8945 0.1414 15.6% 0.0042 0.5% 10% False False 27
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9528
2.618 0.9363
1.618 0.9262
1.000 0.9200
0.618 0.9161
HIGH 0.9099
0.618 0.9060
0.500 0.9049
0.382 0.9037
LOW 0.8998
0.618 0.8936
1.000 0.8897
1.618 0.8835
2.618 0.8734
4.250 0.8569
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 0.9076 0.9067
PP 0.9062 0.9044
S1 0.9049 0.9022

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

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