CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 0.9672 0.9583 -0.0089 -0.9% 0.9398
High 0.9725 0.9639 -0.0086 -0.9% 0.9649
Low 0.9573 0.9539 -0.0034 -0.4% 0.9390
Close 0.9585 0.9580 -0.0005 -0.1% 0.9631
Range 0.0152 0.0100 -0.0052 -34.2% 0.0259
ATR 0.0084 0.0086 0.0001 1.3% 0.0000
Volume 99,359 86,385 -12,974 -13.1% 314,002
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9886 0.9833 0.9635
R3 0.9786 0.9733 0.9608
R2 0.9686 0.9686 0.9598
R1 0.9633 0.9633 0.9589 0.9610
PP 0.9586 0.9586 0.9586 0.9574
S1 0.9533 0.9533 0.9571 0.9510
S2 0.9486 0.9486 0.9562
S3 0.9386 0.9433 0.9553
S4 0.9286 0.9333 0.9525
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 0.9725 0.9539 0.0186 1.9% 0.0091 0.9% 22% False True 76,249
10 0.9725 0.9390 0.0335 3.5% 0.0084 0.9% 57% False False 69,266
20 0.9725 0.9235 0.0490 5.1% 0.0080 0.8% 70% False False 70,596
40 0.9725 0.8833 0.0892 9.3% 0.0086 0.9% 84% False False 59,280
60 0.9725 0.8769 0.0956 10.0% 0.0090 0.9% 85% False False 39,771
80 0.9725 0.8769 0.0956 10.0% 0.0096 1.0% 85% False False 29,900
100 0.9725 0.8769 0.0956 10.0% 0.0099 1.0% 85% False False 23,935
120 1.0090 0.8769 0.1321 13.8% 0.0093 1.0% 61% False False 19,948
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0064
2.618 0.9901
1.618 0.9801
1.000 0.9739
0.618 0.9701
HIGH 0.9639
0.618 0.9601
0.500 0.9589
0.382 0.9577
LOW 0.9539
0.618 0.9477
1.000 0.9439
1.618 0.9377
2.618 0.9277
4.250 0.9114
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 0.9589 0.9632
PP 0.9586 0.9615
S1 0.9583 0.9597

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

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