CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 0.9807 0.9734 -0.0073 -0.7% 0.9900
High 0.9829 0.9747 -0.0082 -0.8% 0.9919
Low 0.9718 0.9630 -0.0088 -0.9% 0.9630
Close 0.9751 0.9655 -0.0096 -1.0% 0.9655
Range 0.0111 0.0117 0.0006 5.4% 0.0289
ATR 0.0086 0.0088 0.0003 2.9% 0.0000
Volume 2,329 1,829 -500 -21.5% 6,743
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0028 0.9959 0.9719
R3 0.9911 0.9842 0.9687
R2 0.9794 0.9794 0.9676
R1 0.9725 0.9725 0.9666 0.9701
PP 0.9677 0.9677 0.9677 0.9666
S1 0.9608 0.9608 0.9644 0.9584
S2 0.9560 0.9560 0.9634
S3 0.9443 0.9491 0.9623
S4 0.9326 0.9374 0.9591
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0602 1.0417 0.9814
R3 1.0313 1.0128 0.9734
R2 1.0024 1.0024 0.9708
R1 0.9839 0.9839 0.9681 0.9787
PP 0.9735 0.9735 0.9735 0.9709
S1 0.9550 0.9550 0.9629 0.9498
S2 0.9446 0.9446 0.9602
S3 0.9157 0.9261 0.9576
S4 0.8868 0.8972 0.9496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9919 0.9630 0.0289 3.0% 0.0096 1.0% 9% False True 1,348
10 1.0207 0.9630 0.0577 6.0% 0.0104 1.1% 4% False True 1,054
20 1.0283 0.9630 0.0653 6.8% 0.0084 0.9% 4% False True 616
40 1.0454 0.9630 0.0824 8.5% 0.0074 0.8% 3% False True 357
60 1.0454 0.9630 0.0824 8.5% 0.0057 0.6% 3% False True 240
80 1.0454 0.9630 0.0824 8.5% 0.0046 0.5% 3% False True 180
100 1.0454 0.9630 0.0824 8.5% 0.0037 0.4% 3% False True 144
120 1.0454 0.9630 0.0824 8.5% 0.0031 0.3% 3% False True 120
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0244
2.618 1.0053
1.618 0.9936
1.000 0.9864
0.618 0.9819
HIGH 0.9747
0.618 0.9702
0.500 0.9689
0.382 0.9675
LOW 0.9630
0.618 0.9558
1.000 0.9513
1.618 0.9441
2.618 0.9324
4.250 0.9133
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 0.9689 0.9732
PP 0.9677 0.9706
S1 0.9666 0.9681

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

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