CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 0.9623 0.9648 0.0025 0.3% 0.9636
High 0.9687 0.9675 -0.0012 -0.1% 0.9687
Low 0.9565 0.9538 -0.0027 -0.3% 0.9515
Close 0.9659 0.9562 -0.0097 -1.0% 0.9562
Range 0.0122 0.0137 0.0015 12.3% 0.0172
ATR 0.0111 0.0112 0.0002 1.7% 0.0000
Volume 134,751 150,782 16,031 11.9% 583,366
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0003 0.9919 0.9637
R3 0.9866 0.9782 0.9600
R2 0.9729 0.9729 0.9587
R1 0.9645 0.9645 0.9575 0.9619
PP 0.9592 0.9592 0.9592 0.9578
S1 0.9508 0.9508 0.9549 0.9482
S2 0.9455 0.9455 0.9537
S3 0.9318 0.9371 0.9524
S4 0.9181 0.9234 0.9487
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.0104 1.0005 0.9657
R3 0.9932 0.9833 0.9609
R2 0.9760 0.9760 0.9594
R1 0.9661 0.9661 0.9578 0.9625
PP 0.9588 0.9588 0.9588 0.9570
S1 0.9489 0.9489 0.9546 0.9453
S2 0.9416 0.9416 0.9530
S3 0.9244 0.9317 0.9515
S4 0.9072 0.9145 0.9467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9727 0.9515 0.0212 2.2% 0.0122 1.3% 22% False False 144,710
10 0.9824 0.9515 0.0309 3.2% 0.0126 1.3% 15% False False 155,298
20 1.0292 0.9515 0.0777 8.1% 0.0118 1.2% 6% False False 142,878
40 1.0531 0.9515 0.1016 10.6% 0.0103 1.1% 5% False False 126,193
60 1.0531 0.9515 0.1016 10.6% 0.0091 0.9% 5% False False 107,212
80 1.0531 0.9515 0.1016 10.6% 0.0086 0.9% 5% False False 80,801
100 1.0531 0.9515 0.1016 10.6% 0.0078 0.8% 5% False False 64,654
120 1.0531 0.9515 0.1016 10.6% 0.0068 0.7% 5% False False 53,884
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 0.0038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0257
2.618 1.0034
1.618 0.9897
1.000 0.9812
0.618 0.9760
HIGH 0.9675
0.618 0.9623
0.500 0.9607
0.382 0.9590
LOW 0.9538
0.618 0.9453
1.000 0.9401
1.618 0.9316
2.618 0.9179
4.250 0.8956
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 0.9607 0.9601
PP 0.9592 0.9588
S1 0.9577 0.9575

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

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