CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 0.9300 0.9282 -0.0018 -0.2% 0.9520
High 0.9357 0.9326 -0.0031 -0.3% 0.9626
Low 0.9285 0.9232 -0.0053 -0.6% 0.9319
Close 0.9357 0.9326 -0.0031 -0.3% 0.9380
Range 0.0072 0.0094 0.0022 30.6% 0.0307
ATR 0.0098 0.0100 0.0002 2.0% 0.0000
Volume 11 21 10 90.9% 41
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9577 0.9545 0.9378
R3 0.9483 0.9451 0.9352
R2 0.9389 0.9389 0.9343
R1 0.9357 0.9357 0.9335 0.9373
PP 0.9295 0.9295 0.9295 0.9303
S1 0.9263 0.9263 0.9317 0.9279
S2 0.9201 0.9201 0.9309
S3 0.9107 0.9169 0.9300
S4 0.9013 0.9075 0.9274
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0363 1.0178 0.9549
R3 1.0056 0.9871 0.9464
R2 0.9749 0.9749 0.9436
R1 0.9564 0.9564 0.9408 0.9503
PP 0.9442 0.9442 0.9442 0.9411
S1 0.9257 0.9257 0.9352 0.9196
S2 0.9135 0.9135 0.9324
S3 0.8828 0.8950 0.9296
S4 0.8521 0.8643 0.9211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9551 0.9232 0.0319 3.4% 0.0118 1.3% 29% False True 12
10 0.9626 0.9232 0.0394 4.2% 0.0099 1.1% 24% False True 9
20 0.9775 0.9232 0.0543 5.8% 0.0080 0.9% 17% False True 9
40 1.0199 0.9232 0.0967 10.4% 0.0052 0.6% 10% False True 7
60 1.0359 0.9232 0.1127 12.1% 0.0036 0.4% 8% False True 5
80 1.0359 0.9232 0.1127 12.1% 0.0027 0.3% 8% False True 5
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9726
2.618 0.9572
1.618 0.9478
1.000 0.9420
0.618 0.9384
HIGH 0.9326
0.618 0.9290
0.500 0.9279
0.382 0.9268
LOW 0.9232
0.618 0.9174
1.000 0.9138
1.618 0.9080
2.618 0.8986
4.250 0.8833
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 0.9310 0.9337
PP 0.9295 0.9333
S1 0.9279 0.9330

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

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