CME Australian Dollar Future September 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 0.9575 0.9533 -0.0042 -0.4% 0.9675
High 0.9621 0.9598 -0.0023 -0.2% 0.9761
Low 0.9526 0.9457 -0.0069 -0.7% 0.9520
Close 0.9565 0.9560 -0.0005 -0.1% 0.9566
Range 0.0095 0.0141 0.0046 48.4% 0.0241
ATR 0.0099 0.0102 0.0003 3.0% 0.0000
Volume 1,810 3,284 1,474 81.4% 9,369
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 0.9961 0.9902 0.9638
R3 0.9820 0.9761 0.9599
R2 0.9679 0.9679 0.9586
R1 0.9620 0.9620 0.9573 0.9650
PP 0.9538 0.9538 0.9538 0.9553
S1 0.9479 0.9479 0.9547 0.9509
S2 0.9397 0.9397 0.9534
S3 0.9256 0.9338 0.9521
S4 0.9115 0.9197 0.9482
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0339 1.0193 0.9699
R3 1.0098 0.9952 0.9632
R2 0.9857 0.9857 0.9610
R1 0.9711 0.9711 0.9588 0.9664
PP 0.9616 0.9616 0.9616 0.9592
S1 0.9470 0.9470 0.9544 0.9423
S2 0.9375 0.9375 0.9522
S3 0.9134 0.9229 0.9500
S4 0.8893 0.8988 0.9433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9746 0.9457 0.0289 3.0% 0.0136 1.4% 36% False True 2,319
10 0.9833 0.9457 0.0376 3.9% 0.0115 1.2% 27% False True 1,924
20 1.0269 0.9457 0.0812 8.5% 0.0106 1.1% 13% False True 1,275
40 1.0454 0.9457 0.0997 10.4% 0.0090 0.9% 10% False True 713
60 1.0454 0.9457 0.0997 10.4% 0.0071 0.7% 10% False True 481
80 1.0454 0.9457 0.0997 10.4% 0.0056 0.6% 10% False True 361
100 1.0454 0.9457 0.0997 10.4% 0.0045 0.5% 10% False True 289
120 1.0454 0.9457 0.0997 10.4% 0.0038 0.4% 10% False True 241
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 0.0031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0197
2.618 0.9967
1.618 0.9826
1.000 0.9739
0.618 0.9685
HIGH 0.9598
0.618 0.9544
0.500 0.9528
0.382 0.9511
LOW 0.9457
0.618 0.9370
1.000 0.9316
1.618 0.9229
2.618 0.9088
4.250 0.8858
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 0.9549 0.9560
PP 0.9538 0.9560
S1 0.9528 0.9560

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

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