CME Australian Dollar Future September 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 0.9429 0.9226 -0.0203 -2.2% 0.9340
High 0.9500 0.9257 -0.0243 -2.6% 0.9593
Low 0.9225 0.9105 -0.0120 -1.3% 0.9262
Close 0.9281 0.9116 -0.0165 -1.8% 0.9537
Range 0.0275 0.0152 -0.0123 -44.7% 0.0331
ATR 0.0144 0.0147 0.0002 1.6% 0.0000
Volume 145,030 184,988 39,958 27.6% 423,648
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9615 0.9518 0.9200
R3 0.9463 0.9366 0.9158
R2 0.9311 0.9311 0.9144
R1 0.9214 0.9214 0.9130 0.9187
PP 0.9159 0.9159 0.9159 0.9146
S1 0.9062 0.9062 0.9102 0.9035
S2 0.9007 0.9007 0.9088
S3 0.8855 0.8910 0.9074
S4 0.8703 0.8758 0.9032
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 0.9105 0.0488 5.4% 0.0156 1.7% 2% False True 132,766
10 0.9593 0.9105 0.0488 5.4% 0.0156 1.7% 2% False True 96,364
20 0.9719 0.9105 0.0614 6.7% 0.0154 1.7% 2% False True 52,675
40 1.0283 0.9105 0.1178 12.9% 0.0123 1.4% 1% False True 26,736
60 1.0454 0.9105 0.1349 14.8% 0.0105 1.1% 1% False True 17,868
80 1.0454 0.9105 0.1349 14.8% 0.0085 0.9% 1% False True 13,403
100 1.0454 0.9105 0.1349 14.8% 0.0071 0.8% 1% False True 10,722
120 1.0454 0.9105 0.1349 14.8% 0.0059 0.6% 1% False True 8,935
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9903
2.618 0.9655
1.618 0.9503
1.000 0.9409
0.618 0.9351
HIGH 0.9257
0.618 0.9199
0.500 0.9181
0.382 0.9163
LOW 0.9105
0.618 0.9011
1.000 0.8953
1.618 0.8859
2.618 0.8707
4.250 0.8459
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 0.9181 0.9309
PP 0.9159 0.9245
S1 0.9138 0.9180

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

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