CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 0.9445 0.9389 -0.0056 -0.6% 0.9288
High 0.9471 0.9406 -0.0065 -0.7% 0.9476
Low 0.9375 0.9326 -0.0049 -0.5% 0.9195
Close 0.9387 0.9354 -0.0033 -0.4% 0.9354
Range 0.0096 0.0080 -0.0016 -16.7% 0.0281
ATR 0.0103 0.0102 -0.0002 -1.6% 0.0000
Volume 99,285 83,368 -15,917 -16.0% 428,247
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9602 0.9558 0.9398
R3 0.9522 0.9478 0.9376
R2 0.9442 0.9442 0.9369
R1 0.9398 0.9398 0.9361 0.9380
PP 0.9362 0.9362 0.9362 0.9353
S1 0.9318 0.9318 0.9347 0.9300
S2 0.9282 0.9282 0.9339
S3 0.9202 0.9238 0.9332
S4 0.9122 0.9158 0.9310
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0185 1.0050 0.9509
R3 0.9904 0.9769 0.9431
R2 0.9623 0.9623 0.9406
R1 0.9488 0.9488 0.9380 0.9556
PP 0.9342 0.9342 0.9342 0.9375
S1 0.9207 0.9207 0.9328 0.9275
S2 0.9061 0.9061 0.9302
S3 0.8780 0.8926 0.9277
S4 0.8499 0.8645 0.9199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9476 0.9195 0.0281 3.0% 0.0117 1.3% 57% False False 85,649
10 0.9476 0.9110 0.0366 3.9% 0.0100 1.1% 67% False False 65,811
20 0.9476 0.8830 0.0646 6.9% 0.0095 1.0% 81% False False 35,519
40 0.9476 0.8769 0.0707 7.6% 0.0099 1.1% 83% False False 18,084
60 0.9476 0.8769 0.0707 7.6% 0.0104 1.1% 83% False False 12,113
80 0.9626 0.8769 0.0857 9.2% 0.0104 1.1% 68% False False 9,098
100 1.0192 0.8769 0.1423 15.2% 0.0094 1.0% 41% False False 7,280
120 1.0359 0.8769 0.1590 17.0% 0.0080 0.9% 37% False False 6,067
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9746
2.618 0.9615
1.618 0.9535
1.000 0.9486
0.618 0.9455
HIGH 0.9406
0.618 0.9375
0.500 0.9366
0.382 0.9357
LOW 0.9326
0.618 0.9277
1.000 0.9246
1.618 0.9197
2.618 0.9117
4.250 0.8986
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 0.9366 0.9379
PP 0.9362 0.9370
S1 0.9358 0.9362

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

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