CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	0.9225	0.9229	0.0004	0.0%	0.9178
High	0.9287	0.9233	-0.0054	-0.6%	0.9289
Low	0.9209	0.9062	-0.0147	-1.6%	0.9062
Close	0.9225	0.9107	-0.0118	-1.3%	0.9107
Range	0.0078	0.0171	0.0093	119.2%	0.0227
ATR	0.0133	0.0136	0.0003	2.0%	0.0000
Volume	110,729	146,589	35,860	32.4%	659,002

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9647	0.9548	0.9201
R3	0.9476	0.9377	0.9154
R2	0.9305	0.9305	0.9138
R1	0.9206	0.9206	0.9123	0.9170
PP	0.9134	0.9134	0.9134	0.9116
S1	0.9035	0.9035	0.9091	0.8999
S2	0.8963	0.8963	0.9076
S3	0.8792	0.8864	0.9060
S4	0.8621	0.8693	0.9013

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9834	0.9697	0.9232
R3	0.9607	0.9470	0.9169
R2	0.9380	0.9380	0.9149
R1	0.9243	0.9243	0.9128	0.9198
PP	0.9153	0.9153	0.9153	0.9130
S1	0.9016	0.9016	0.9086	0.8971
S2	0.8926	0.8926	0.9065
S3	0.8699	0.8789	0.9045
S4	0.8472	0.8562	0.8982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9289	0.9062	0.0227	2.5%	0.0122	1.3%	20%	False	True	131,800
10	0.9579	0.9062	0.0517	5.7%	0.0139	1.5%	9%	False	True	130,322
20	0.9719	0.9062	0.0657	7.2%	0.0150	1.7%	7%	False	True	90,278
40	1.0223	0.9062	0.1161	12.7%	0.0130	1.4%	4%	False	True	46,210
60	1.0454	0.9062	0.1392	15.3%	0.0112	1.2%	3%	False	True	30,861
80	1.0454	0.9062	0.1392	15.3%	0.0093	1.0%	3%	False	True	23,151
100	1.0454	0.9062	0.1392	15.3%	0.0078	0.9%	3%	False	True	18,521
120	1.0454	0.9062	0.1392	15.3%	0.0065	0.7%	3%	False	True	15,434

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	0.0037
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9960
2.618	0.9681
1.618	0.9510
1.000	0.9404
0.618	0.9339
HIGH	0.9233
0.618	0.9168
0.500	0.9148
0.382	0.9127
LOW	0.9062
0.618	0.8956
1.000	0.8891
1.618	0.8785
2.618	0.8614
4.250	0.8335

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	0.9148	0.9176
PP	0.9134	0.9153
S1	0.9121	0.9130

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols