CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 0.9078 0.9141 0.0063 0.7% 0.9110
High 0.9164 0.9153 -0.0011 -0.1% 0.9160
Low 0.9072 0.9044 -0.0028 -0.3% 0.8983
Close 0.9153 0.9061 -0.0092 -1.0% 0.9093
Range 0.0092 0.0109 0.0017 18.5% 0.0177
ATR 0.0092 0.0093 0.0001 1.3% 0.0000
Volume 107,827 110,112 2,285 2.1% 498,326
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9413 0.9346 0.9121
R3 0.9304 0.9237 0.9091
R2 0.9195 0.9195 0.9081
R1 0.9128 0.9128 0.9071 0.9107
PP 0.9086 0.9086 0.9086 0.9076
S1 0.9019 0.9019 0.9051 0.8998
S2 0.8977 0.8977 0.9041
S3 0.8868 0.8910 0.9031
S4 0.8759 0.8801 0.9001
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9610 0.9528 0.9190
R3 0.9433 0.9351 0.9142
R2 0.9256 0.9256 0.9125
R1 0.9174 0.9174 0.9109 0.9127
PP 0.9079 0.9079 0.9079 0.9055
S1 0.8997 0.8997 0.9077 0.8950
S2 0.8902 0.8902 0.9061
S3 0.8725 0.8820 0.9044
S4 0.8548 0.8643 0.8996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9164 0.8983 0.0181 2.0% 0.0093 1.0% 43% False False 98,744
10 0.9164 0.8983 0.0181 2.0% 0.0095 1.0% 43% False False 95,241
20 0.9432 0.8983 0.0449 5.0% 0.0096 1.1% 17% False False 91,939
40 0.9725 0.8983 0.0742 8.2% 0.0090 1.0% 11% False False 84,440
60 0.9725 0.8983 0.0742 8.2% 0.0087 1.0% 11% False False 80,098
80 0.9725 0.8830 0.0895 9.9% 0.0088 1.0% 26% False False 65,414
100 0.9725 0.8769 0.0956 10.6% 0.0091 1.0% 31% False False 52,452
120 0.9725 0.8769 0.0956 10.6% 0.0094 1.0% 31% False False 43,736
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9616
2.618 0.9438
1.618 0.9329
1.000 0.9262
0.618 0.9220
HIGH 0.9153
0.618 0.9111
0.500 0.9099
0.382 0.9086
LOW 0.9044
0.618 0.8977
1.000 0.8935
1.618 0.8868
2.618 0.8759
4.250 0.8581
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 0.9099 0.9104
PP 0.9086 0.9090
S1 0.9074 0.9075

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

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