CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 0.9595 0.9623 0.0028 0.3% 0.9736
High 0.9658 0.9687 0.0029 0.3% 0.9824
Low 0.9515 0.9565 0.0050 0.5% 0.9578
Close 0.9620 0.9659 0.0039 0.4% 0.9627
Range 0.0143 0.0122 -0.0021 -14.7% 0.0246
ATR 0.0110 0.0111 0.0001 0.8% 0.0000
Volume 139,510 134,751 -4,759 -3.4% 821,184
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 1.0003 0.9953 0.9726
R3 0.9881 0.9831 0.9693
R2 0.9759 0.9759 0.9681
R1 0.9709 0.9709 0.9670 0.9734
PP 0.9637 0.9637 0.9637 0.9650
S1 0.9587 0.9587 0.9648 0.9612
S2 0.9515 0.9515 0.9637
S3 0.9393 0.9465 0.9625
S4 0.9271 0.9343 0.9592
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0414 1.0267 0.9762
R3 1.0168 1.0021 0.9695
R2 0.9922 0.9922 0.9672
R1 0.9775 0.9775 0.9650 0.9726
PP 0.9676 0.9676 0.9676 0.9652
S1 0.9529 0.9529 0.9604 0.9480
S2 0.9430 0.9430 0.9582
S3 0.9184 0.9283 0.9559
S4 0.8938 0.9037 0.9492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9763 0.9515 0.0248 2.6% 0.0131 1.4% 58% False False 155,915
10 0.9891 0.9515 0.0376 3.9% 0.0124 1.3% 38% False False 156,431
20 1.0292 0.9515 0.0777 8.0% 0.0114 1.2% 19% False False 140,670
40 1.0531 0.9515 0.1016 10.5% 0.0102 1.1% 14% False False 125,799
60 1.0531 0.9515 0.1016 10.5% 0.0089 0.9% 14% False False 104,872
80 1.0531 0.9515 0.1016 10.5% 0.0085 0.9% 14% False False 78,918
100 1.0531 0.9515 0.1016 10.5% 0.0077 0.8% 14% False False 63,147
120 1.0531 0.9515 0.1016 10.5% 0.0067 0.7% 14% False False 52,628
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 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0206
2.618 1.0006
1.618 0.9884
1.000 0.9809
0.618 0.9762
HIGH 0.9687
0.618 0.9640
0.500 0.9626
0.382 0.9612
LOW 0.9565
0.618 0.9490
1.000 0.9443
1.618 0.9368
2.618 0.9246
4.250 0.9047
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 0.9648 0.9640
PP 0.9637 0.9620
S1 0.9626 0.9601

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

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