CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 1.0146 1.0064 -0.0082 -0.8% 1.0276
High 1.0265 1.0070 -0.0195 -1.9% 1.0277
Low 1.0019 0.9935 -0.0084 -0.8% 0.9935
Close 1.0028 0.9984 -0.0044 -0.4% 0.9984
Range 0.0246 0.0135 -0.0111 -45.1% 0.0342
ATR 0.0093 0.0096 0.0003 3.3% 0.0000
Volume 176,526 167,003 -9,523 -5.4% 655,803
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0401 1.0328 1.0058
R3 1.0266 1.0193 1.0021
R2 1.0131 1.0131 1.0009
R1 1.0058 1.0058 0.9996 1.0027
PP 0.9996 0.9996 0.9996 0.9981
S1 0.9923 0.9923 0.9972 0.9892
S2 0.9861 0.9861 0.9959
S3 0.9726 0.9788 0.9947
S4 0.9591 0.9653 0.9910
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.1091 1.0880 1.0172
R3 1.0749 1.0538 1.0078
R2 1.0407 1.0407 1.0047
R1 1.0196 1.0196 1.0015 1.0131
PP 1.0065 1.0065 1.0065 1.0033
S1 0.9854 0.9854 0.9953 0.9789
S2 0.9723 0.9723 0.9921
S3 0.9381 0.9512 0.9890
S4 0.9039 0.9170 0.9796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0277 0.9935 0.0342 3.4% 0.0124 1.2% 14% False True 131,160
10 1.0350 0.9935 0.0415 4.2% 0.0103 1.0% 12% False True 112,111
20 1.0474 0.9935 0.0539 5.4% 0.0098 1.0% 9% False True 116,581
40 1.0531 0.9935 0.0596 6.0% 0.0083 0.8% 8% False True 102,720
60 1.0531 0.9935 0.0596 6.0% 0.0080 0.8% 8% False True 72,805
80 1.0531 0.9935 0.0596 6.0% 0.0074 0.7% 8% False True 54,633
100 1.0531 0.9935 0.0596 6.0% 0.0065 0.7% 8% False True 43,715
120 1.0531 0.9935 0.0596 6.0% 0.0055 0.6% 8% False True 36,431
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0644
2.618 1.0423
1.618 1.0288
1.000 1.0205
0.618 1.0153
HIGH 1.0070
0.618 1.0018
0.500 1.0003
0.382 0.9987
LOW 0.9935
0.618 0.9852
1.000 0.9800
1.618 0.9717
2.618 0.9582
4.250 0.9361
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 1.0003 1.0100
PP 0.9996 1.0061
S1 0.9990 1.0023

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

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