CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 1.0175 1.0158 -0.0017 -0.2% 1.0168
High 1.0175 1.0223 0.0048 0.5% 1.0283
Low 1.0125 1.0150 0.0025 0.2% 1.0125
Close 1.0157 1.0217 0.0060 0.6% 1.0217
Range 0.0050 0.0073 0.0023 46.0% 0.0158
ATR 0.0068 0.0068 0.0000 0.5% 0.0000
Volume 224 143 -81 -36.2% 627
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0416 1.0389 1.0257
R3 1.0343 1.0316 1.0237
R2 1.0270 1.0270 1.0230
R1 1.0243 1.0243 1.0224 1.0257
PP 1.0197 1.0197 1.0197 1.0203
S1 1.0170 1.0170 1.0210 1.0184
S2 1.0124 1.0124 1.0204
S3 1.0051 1.0097 1.0197
S4 0.9978 1.0024 1.0177
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0682 1.0608 1.0304
R3 1.0524 1.0450 1.0260
R2 1.0366 1.0366 1.0246
R1 1.0292 1.0292 1.0231 1.0329
PP 1.0208 1.0208 1.0208 1.0227
S1 1.0134 1.0134 1.0203 1.0171
S2 1.0050 1.0050 1.0188
S3 0.9892 0.9976 1.0174
S4 0.9734 0.9818 1.0130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0283 1.0125 0.0158 1.5% 0.0072 0.7% 58% False False 125
10 1.0283 1.0114 0.0169 1.7% 0.0064 0.6% 61% False False 177
20 1.0454 1.0114 0.0340 3.3% 0.0076 0.7% 30% False False 169
40 1.0454 1.0068 0.0386 3.8% 0.0056 0.6% 39% False False 95
60 1.0454 1.0040 0.0414 4.1% 0.0044 0.4% 43% False False 64
80 1.0454 1.0040 0.0414 4.1% 0.0033 0.3% 43% False False 49
100 1.0454 1.0040 0.0414 4.1% 0.0026 0.3% 43% False False 39
120 1.0454 1.0040 0.0414 4.1% 0.0022 0.2% 43% False False 33
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0533
2.618 1.0414
1.618 1.0341
1.000 1.0296
0.618 1.0268
HIGH 1.0223
0.618 1.0195
0.500 1.0187
0.382 1.0178
LOW 1.0150
0.618 1.0105
1.000 1.0077
1.618 1.0032
2.618 0.9959
4.250 0.9840
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 1.0207 1.0210
PP 1.0197 1.0204
S1 1.0187 1.0197

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

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