CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 0.9087 0.9093 0.0006 0.1% 0.8992
High 0.9140 0.9174 0.0034 0.4% 0.9195
Low 0.9066 0.9090 0.0024 0.3% 0.8944
Close 0.9102 0.9152 0.0050 0.5% 0.9102
Range 0.0074 0.0084 0.0010 13.5% 0.0251
ATR 0.0112 0.0110 -0.0002 -1.8% 0.0000
Volume 146 123 -23 -15.8% 896
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9391 0.9355 0.9198
R3 0.9307 0.9271 0.9175
R2 0.9223 0.9223 0.9167
R1 0.9187 0.9187 0.9160 0.9205
PP 0.9139 0.9139 0.9139 0.9148
S1 0.9103 0.9103 0.9144 0.9121
S2 0.9055 0.9055 0.9137
S3 0.8971 0.9019 0.9129
S4 0.8887 0.8935 0.9106
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9833 0.9719 0.9240
R3 0.9582 0.9468 0.9171
R2 0.9331 0.9331 0.9148
R1 0.9217 0.9217 0.9125 0.9274
PP 0.9080 0.9080 0.9080 0.9109
S1 0.8966 0.8966 0.9079 0.9023
S2 0.8829 0.8829 0.9056
S3 0.8578 0.8715 0.9033
S4 0.8327 0.8464 0.8964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.9002 0.0193 2.1% 0.0097 1.1% 78% False False 154
10 0.9204 0.8910 0.0294 3.2% 0.0114 1.2% 82% False False 163
20 0.9233 0.8910 0.0323 3.5% 0.0110 1.2% 75% False False 159
40 0.9626 0.8910 0.0716 7.8% 0.0105 1.1% 34% False False 98
60 1.0197 0.8910 0.1287 14.1% 0.0085 0.9% 19% False False 68
80 1.0359 0.8910 0.1449 15.8% 0.0066 0.7% 17% False False 51
100 1.0359 0.8910 0.1449 15.8% 0.0053 0.6% 17% False False 41
120 1.0359 0.8910 0.1449 15.8% 0.0044 0.5% 17% False False 36
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9531
2.618 0.9394
1.618 0.9310
1.000 0.9258
0.618 0.9226
HIGH 0.9174
0.618 0.9142
0.500 0.9132
0.382 0.9122
LOW 0.9090
0.618 0.9038
1.000 0.9006
1.618 0.8954
2.618 0.8870
4.250 0.8733
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 0.9145 0.9139
PP 0.9139 0.9125
S1 0.9132 0.9112

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

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