CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 0.9521 0.9594 0.0073 0.8% 0.9398
High 0.9613 0.9649 0.0036 0.4% 0.9649
Low 0.9491 0.9569 0.0078 0.8% 0.9390
Close 0.9599 0.9631 0.0032 0.3% 0.9631
Range 0.0122 0.0080 -0.0042 -34.4% 0.0259
ATR 0.0082 0.0082 0.0000 -0.2% 0.0000
Volume 78,074 61,926 -16,148 -20.7% 314,002
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9856 0.9824 0.9675
R3 0.9776 0.9744 0.9653
R2 0.9696 0.9696 0.9646
R1 0.9664 0.9664 0.9638 0.9680
PP 0.9616 0.9616 0.9616 0.9625
S1 0.9584 0.9584 0.9624 0.9600
S2 0.9536 0.9536 0.9616
S3 0.9456 0.9504 0.9609
S4 0.9376 0.9424 0.9587
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0334 1.0241 0.9773
R3 1.0075 0.9982 0.9702
R2 0.9816 0.9816 0.9678
R1 0.9723 0.9723 0.9655 0.9770
PP 0.9557 0.9557 0.9557 0.9580
S1 0.9464 0.9464 0.9607 0.9511
S2 0.9298 0.9298 0.9584
S3 0.9039 0.9205 0.9560
S4 0.8780 0.8946 0.9489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9649 0.9390 0.0259 2.7% 0.0082 0.9% 93% True False 62,800
10 0.9649 0.9345 0.0304 3.2% 0.0073 0.8% 94% True False 65,166
20 0.9649 0.9235 0.0414 4.3% 0.0075 0.8% 96% True False 67,318
40 0.9649 0.8830 0.0819 8.5% 0.0085 0.9% 98% True False 51,418
60 0.9649 0.8769 0.0880 9.1% 0.0091 0.9% 98% True False 34,495
80 0.9649 0.8769 0.0880 9.1% 0.0096 1.0% 98% True False 25,914
100 0.9649 0.8769 0.0880 9.1% 0.0098 1.0% 98% True False 20,742
120 1.0192 0.8769 0.1423 14.8% 0.0091 0.9% 61% False False 17,287
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9989
2.618 0.9858
1.618 0.9778
1.000 0.9729
0.618 0.9698
HIGH 0.9649
0.618 0.9618
0.500 0.9609
0.382 0.9600
LOW 0.9569
0.618 0.9520
1.000 0.9489
1.618 0.9440
2.618 0.9360
4.250 0.9229
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 0.9624 0.9606
PP 0.9616 0.9580
S1 0.9609 0.9555

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

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