CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 0.9930 0.9871 -0.0059 -0.6% 1.0276
High 0.9980 0.9896 -0.0084 -0.8% 1.0277
Low 0.9852 0.9827 -0.0025 -0.3% 0.9935
Close 0.9853 0.9847 -0.0006 -0.1% 0.9984
Range 0.0128 0.0069 -0.0059 -46.1% 0.0342
ATR 0.0096 0.0094 -0.0002 -2.0% 0.0000
Volume 137,478 128,808 -8,670 -6.3% 655,803
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 1.0064 1.0024 0.9885
R3 0.9995 0.9955 0.9866
R2 0.9926 0.9926 0.9860
R1 0.9886 0.9886 0.9853 0.9872
PP 0.9857 0.9857 0.9857 0.9849
S1 0.9817 0.9817 0.9841 0.9803
S2 0.9788 0.9788 0.9834
S3 0.9719 0.9748 0.9828
S4 0.9650 0.9679 0.9809
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 1.0265 0.9827 0.0438 4.4% 0.0130 1.3% 5% False True 144,575
10 1.0292 0.9827 0.0465 4.7% 0.0104 1.1% 4% False True 124,909
20 1.0350 0.9827 0.0523 5.3% 0.0090 0.9% 4% False True 110,140
40 1.0531 0.9827 0.0704 7.1% 0.0085 0.9% 3% False True 106,083
60 1.0531 0.9827 0.0704 7.1% 0.0081 0.8% 3% False True 79,115
80 1.0531 0.9827 0.0704 7.1% 0.0076 0.8% 3% False True 59,373
100 1.0531 0.9827 0.0704 7.1% 0.0068 0.7% 3% False True 47,508
120 1.0531 0.9827 0.0704 7.1% 0.0058 0.6% 3% False True 39,593
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0189
2.618 1.0077
1.618 1.0008
1.000 0.9965
0.618 0.9939
HIGH 0.9896
0.618 0.9870
0.500 0.9862
0.382 0.9853
LOW 0.9827
0.618 0.9784
1.000 0.9758
1.618 0.9715
2.618 0.9646
4.250 0.9534
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 0.9862 0.9907
PP 0.9857 0.9887
S1 0.9852 0.9867

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

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