CME Australian Dollar Future September 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 0.9733 0.9732 -0.0001 0.0% 0.9900
High 0.9761 0.9746 -0.0015 -0.2% 0.9919
Low 0.9673 0.9586 -0.0087 -0.9% 0.9630
Close 0.9722 0.9608 -0.0114 -1.2% 0.9655
Range 0.0088 0.0160 0.0072 81.8% 0.0289
ATR 0.0088 0.0093 0.0005 5.8% 0.0000
Volume 1,313 1,453 140 10.7% 6,743
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 1.0127 1.0027 0.9696
R3 0.9967 0.9867 0.9652
R2 0.9807 0.9807 0.9637
R1 0.9707 0.9707 0.9623 0.9677
PP 0.9647 0.9647 0.9647 0.9632
S1 0.9547 0.9547 0.9593 0.9517
S2 0.9487 0.9487 0.9579
S3 0.9327 0.9387 0.9564
S4 0.9167 0.9227 0.9520
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 0.9829 0.9586 0.0243 2.5% 0.0112 1.2% 9% False True 1,695
10 1.0184 0.9586 0.0598 6.2% 0.0117 1.2% 4% False True 1,210
20 1.0283 0.9586 0.0697 7.3% 0.0092 1.0% 3% False True 797
40 1.0454 0.9586 0.0868 9.0% 0.0080 0.8% 3% False True 464
60 1.0454 0.9586 0.0868 9.0% 0.0063 0.7% 3% False True 312
80 1.0454 0.9586 0.0868 9.0% 0.0050 0.5% 3% False True 234
100 1.0454 0.9586 0.0868 9.0% 0.0040 0.4% 3% False True 187
120 1.0454 0.9586 0.0868 9.0% 0.0033 0.3% 3% False True 156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0426
2.618 1.0165
1.618 1.0005
1.000 0.9906
0.618 0.9845
HIGH 0.9746
0.618 0.9685
0.500 0.9666
0.382 0.9647
LOW 0.9586
0.618 0.9487
1.000 0.9426
1.618 0.9327
2.618 0.9167
4.250 0.8906
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 0.9666 0.9674
PP 0.9647 0.9652
S1 0.9627 0.9630

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

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