CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 0.9509 0.9490 -0.0019 -0.2% 0.9340
High 0.9579 0.9513 -0.0066 -0.7% 0.9593
Low 0.9447 0.9380 -0.0067 -0.7% 0.9262
Close 0.9466 0.9430 -0.0036 -0.4% 0.9537
Range 0.0132 0.0133 0.0001 0.8% 0.0331
ATR 0.0134 0.0134 0.0000 -0.1% 0.0000
Volume 91,234 102,096 10,862 11.9% 423,648
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9840 0.9768 0.9503
R3 0.9707 0.9635 0.9467
R2 0.9574 0.9574 0.9454
R1 0.9502 0.9502 0.9442 0.9472
PP 0.9441 0.9441 0.9441 0.9426
S1 0.9369 0.9369 0.9418 0.9339
S2 0.9308 0.9308 0.9406
S3 0.9175 0.9236 0.9393
S4 0.9042 0.9103 0.9357
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0457 1.0328 0.9719
R3 1.0126 0.9997 0.9628
R2 0.9795 0.9795 0.9598
R1 0.9666 0.9666 0.9567 0.9731
PP 0.9464 0.9464 0.9464 0.9496
S1 0.9335 0.9335 0.9507 0.9400
S2 0.9133 0.9133 0.9476
S3 0.8802 0.9004 0.9446
S4 0.8471 0.8673 0.9355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9593 0.9351 0.0242 2.6% 0.0146 1.5% 33% False False 106,418
10 0.9609 0.9262 0.0347 3.7% 0.0151 1.6% 48% False False 67,197
20 0.9761 0.9262 0.0499 5.3% 0.0145 1.5% 34% False False 36,313
40 1.0283 0.9262 0.1021 10.8% 0.0115 1.2% 16% False False 18,495
60 1.0454 0.9262 0.1192 12.6% 0.0099 1.0% 14% False False 12,368
80 1.0454 0.9262 0.1192 12.6% 0.0080 0.9% 14% False False 9,277
100 1.0454 0.9262 0.1192 12.6% 0.0066 0.7% 14% False False 7,422
120 1.0454 0.9262 0.1192 12.6% 0.0056 0.6% 14% False False 6,185
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 0.0033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0078
2.618 0.9861
1.618 0.9728
1.000 0.9646
0.618 0.9595
HIGH 0.9513
0.618 0.9462
0.500 0.9447
0.382 0.9431
LOW 0.9380
0.618 0.9298
1.000 0.9247
1.618 0.9165
2.618 0.9032
4.250 0.8815
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 0.9447 0.9487
PP 0.9441 0.9468
S1 0.9436 0.9449

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

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