CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 0.9814 0.9807 -0.0007 -0.1% 1.0204
High 0.9833 0.9829 -0.0004 0.0% 1.0207
Low 0.9767 0.9718 -0.0049 -0.5% 0.9874
Close 0.9785 0.9751 -0.0034 -0.3% 0.9922
Range 0.0066 0.0111 0.0045 68.2% 0.0333
ATR 0.0084 0.0086 0.0002 2.3% 0.0000
Volume 620 2,329 1,709 275.6% 3,801
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 1.0099 1.0036 0.9812
R3 0.9988 0.9925 0.9782
R2 0.9877 0.9877 0.9771
R1 0.9814 0.9814 0.9761 0.9790
PP 0.9766 0.9766 0.9766 0.9754
S1 0.9703 0.9703 0.9741 0.9679
S2 0.9655 0.9655 0.9731
S3 0.9544 0.9592 0.9720
S4 0.9433 0.9481 0.9690
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 1.0006 0.9718 0.0288 3.0% 0.0099 1.0% 11% False True 1,101
10 1.0223 0.9718 0.0505 5.2% 0.0100 1.0% 7% False True 885
20 1.0283 0.9718 0.0565 5.8% 0.0082 0.8% 6% False True 532
40 1.0454 0.9718 0.0736 7.5% 0.0073 0.8% 4% False True 312
60 1.0454 0.9718 0.0736 7.5% 0.0056 0.6% 4% False True 209
80 1.0454 0.9718 0.0736 7.5% 0.0045 0.5% 4% False True 157
100 1.0454 0.9718 0.0736 7.5% 0.0036 0.4% 4% False True 126
120 1.0454 0.9718 0.0736 7.5% 0.0030 0.3% 4% False True 105
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0301
2.618 1.0120
1.618 1.0009
1.000 0.9940
0.618 0.9898
HIGH 0.9829
0.618 0.9787
0.500 0.9774
0.382 0.9760
LOW 0.9718
0.618 0.9649
1.000 0.9607
1.618 0.9538
2.618 0.9427
4.250 0.9246
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 0.9774 0.9816
PP 0.9766 0.9794
S1 0.9759 0.9773

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

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