CME Australian Dollar Future September 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 0.9873 0.9814 -0.0059 -0.6% 1.0204
High 0.9913 0.9833 -0.0080 -0.8% 1.0207
Low 0.9792 0.9767 -0.0025 -0.3% 0.9874
Close 0.9792 0.9785 -0.0007 -0.1% 0.9922
Range 0.0121 0.0066 -0.0055 -45.5% 0.0333
ATR 0.0085 0.0084 -0.0001 -1.6% 0.0000
Volume 350 620 270 77.1% 3,801
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 0.9993 0.9955 0.9821
R3 0.9927 0.9889 0.9803
R2 0.9861 0.9861 0.9797
R1 0.9823 0.9823 0.9791 0.9809
PP 0.9795 0.9795 0.9795 0.9788
S1 0.9757 0.9757 0.9779 0.9743
S2 0.9729 0.9729 0.9773
S3 0.9663 0.9691 0.9767
S4 0.9597 0.9625 0.9749
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.1000 1.0794 1.0105
R3 1.0667 1.0461 1.0014
R2 1.0334 1.0334 0.9983
R1 1.0128 1.0128 0.9953 1.0065
PP 1.0001 1.0001 1.0001 0.9969
S1 0.9795 0.9795 0.9891 0.9732
S2 0.9668 0.9668 0.9861
S3 0.9335 0.9462 0.9830
S4 0.9002 0.9129 0.9739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0184 0.9767 0.0417 4.3% 0.0121 1.2% 4% False True 726
10 1.0223 0.9767 0.0456 4.7% 0.0094 1.0% 4% False True 675
20 1.0283 0.9767 0.0516 5.3% 0.0080 0.8% 3% False True 423
40 1.0454 0.9767 0.0687 7.0% 0.0071 0.7% 3% False True 254
60 1.0454 0.9767 0.0687 7.0% 0.0054 0.6% 3% False True 171
80 1.0454 0.9767 0.0687 7.0% 0.0043 0.4% 3% False True 128
100 1.0454 0.9767 0.0687 7.0% 0.0035 0.4% 3% False True 103
120 1.0454 0.9767 0.0687 7.0% 0.0029 0.3% 3% False True 86
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0114
2.618 1.0006
1.618 0.9940
1.000 0.9899
0.618 0.9874
HIGH 0.9833
0.618 0.9808
0.500 0.9800
0.382 0.9792
LOW 0.9767
0.618 0.9726
1.000 0.9701
1.618 0.9660
2.618 0.9594
4.250 0.9487
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 0.9800 0.9843
PP 0.9795 0.9824
S1 0.9790 0.9804

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

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