CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 0.9032 0.9062 0.0030 0.3% 0.9018
High 0.9099 0.9132 0.0033 0.4% 0.9137
Low 0.8998 0.9012 0.0014 0.2% 0.8950
Close 0.9089 0.9016 -0.0073 -0.8% 0.8962
Range 0.0101 0.0120 0.0019 18.8% 0.0187
ATR 0.0108 0.0109 0.0001 0.8% 0.0000
Volume 93 168 75 80.6% 699
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9413 0.9335 0.9082
R3 0.9293 0.9215 0.9049
R2 0.9173 0.9173 0.9038
R1 0.9095 0.9095 0.9027 0.9074
PP 0.9053 0.9053 0.9053 0.9043
S1 0.8975 0.8975 0.9005 0.8954
S2 0.8933 0.8933 0.8994
S3 0.8813 0.8855 0.8983
S4 0.8693 0.8735 0.8950
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 0.9132 0.8945 0.0187 2.1% 0.0109 1.2% 38% True False 190
10 0.9233 0.8945 0.0288 3.2% 0.0107 1.2% 25% False False 157
20 0.9502 0.8945 0.0557 6.2% 0.0110 1.2% 13% False False 122
40 0.9775 0.8945 0.0830 9.2% 0.0095 1.1% 9% False False 65
60 1.0199 0.8945 0.1254 13.9% 0.0071 0.8% 6% False False 45
80 1.0359 0.8945 0.1414 15.7% 0.0054 0.6% 5% False False 34
100 1.0359 0.8945 0.1414 15.7% 0.0044 0.5% 5% False False 28
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9642
2.618 0.9446
1.618 0.9326
1.000 0.9252
0.618 0.9206
HIGH 0.9132
0.618 0.9086
0.500 0.9072
0.382 0.9058
LOW 0.9012
0.618 0.8938
1.000 0.8892
1.618 0.8818
2.618 0.8698
4.250 0.8502
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 0.9072 0.9039
PP 0.9053 0.9031
S1 0.9035 0.9024

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

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