CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 0.9316 0.9317 0.0001 0.0% 0.9328
High 0.9354 0.9328 -0.0026 -0.3% 0.9406
Low 0.9292 0.9250 -0.0042 -0.5% 0.9250
Close 0.9310 0.9272 -0.0038 -0.4% 0.9272
Range 0.0062 0.0078 0.0016 25.8% 0.0156
ATR 0.0094 0.0092 -0.0001 -1.2% 0.0000
Volume 63,091 56,843 -6,248 -9.9% 310,590
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9517 0.9473 0.9315
R3 0.9439 0.9395 0.9293
R2 0.9361 0.9361 0.9286
R1 0.9317 0.9317 0.9279 0.9300
PP 0.9283 0.9283 0.9283 0.9275
S1 0.9239 0.9239 0.9265 0.9222
S2 0.9205 0.9205 0.9258
S3 0.9127 0.9161 0.9251
S4 0.9049 0.9083 0.9229
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9777 0.9681 0.9358
R3 0.9621 0.9525 0.9315
R2 0.9465 0.9465 0.9301
R1 0.9369 0.9369 0.9286 0.9339
PP 0.9309 0.9309 0.9309 0.9295
S1 0.9213 0.9213 0.9258 0.9183
S2 0.9153 0.9153 0.9243
S3 0.8997 0.9057 0.9229
S4 0.8841 0.8901 0.9186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9406 0.9250 0.0156 1.7% 0.0069 0.7% 14% False True 62,118
10 0.9476 0.9195 0.0281 3.0% 0.0093 1.0% 27% False False 73,883
20 0.9476 0.8833 0.0643 6.9% 0.0094 1.0% 68% False False 50,708
40 0.9476 0.8769 0.0707 7.6% 0.0094 1.0% 71% False False 25,743
60 0.9476 0.8769 0.0707 7.6% 0.0100 1.1% 71% False False 17,280
80 0.9551 0.8769 0.0782 8.4% 0.0104 1.1% 64% False False 12,980
100 1.0033 0.8769 0.1264 13.6% 0.0096 1.0% 40% False False 10,386
120 1.0359 0.8769 0.1590 17.1% 0.0082 0.9% 32% False False 8,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9660
2.618 0.9532
1.618 0.9454
1.000 0.9406
0.618 0.9376
HIGH 0.9328
0.618 0.9298
0.500 0.9289
0.382 0.9280
LOW 0.9250
0.618 0.9202
1.000 0.9172
1.618 0.9124
2.618 0.9046
4.250 0.8919
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 0.9289 0.9302
PP 0.9283 0.9292
S1 0.9278 0.9282

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

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