CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 1.0158 1.0204 0.0046 0.5% 1.0168
High 1.0223 1.0207 -0.0016 -0.2% 1.0283
Low 1.0150 1.0130 -0.0020 -0.2% 1.0125
Close 1.0217 1.0148 -0.0069 -0.7% 1.0217
Range 0.0073 0.0077 0.0004 5.5% 0.0158
ATR 0.0068 0.0070 0.0001 1.9% 0.0000
Volume 143 200 57 39.9% 627
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 1.0393 1.0347 1.0190
R3 1.0316 1.0270 1.0169
R2 1.0239 1.0239 1.0162
R1 1.0193 1.0193 1.0155 1.0178
PP 1.0162 1.0162 1.0162 1.0154
S1 1.0116 1.0116 1.0141 1.0101
S2 1.0085 1.0085 1.0134
S3 1.0008 1.0039 1.0127
S4 0.9931 0.9962 1.0106
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 1.6% 0.0070 0.7% 15% False False 154
10 1.0283 1.0114 0.0169 1.7% 0.0066 0.6% 20% False False 166
20 1.0454 1.0114 0.0340 3.4% 0.0077 0.8% 10% False False 173
40 1.0454 1.0076 0.0378 3.7% 0.0057 0.6% 19% False False 100
60 1.0454 1.0040 0.0414 4.1% 0.0045 0.4% 26% False False 68
80 1.0454 1.0040 0.0414 4.1% 0.0034 0.3% 26% False False 51
100 1.0454 1.0040 0.0414 4.1% 0.0027 0.3% 26% False False 41
120 1.0454 1.0040 0.0414 4.1% 0.0023 0.2% 26% False False 34
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0534
2.618 1.0409
1.618 1.0332
1.000 1.0284
0.618 1.0255
HIGH 1.0207
0.618 1.0178
0.500 1.0169
0.382 1.0159
LOW 1.0130
0.618 1.0082
1.000 1.0053
1.618 1.0005
2.618 0.9928
4.250 0.9803
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 1.0169 1.0174
PP 1.0162 1.0165
S1 1.0155 1.0157

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

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