CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 0.9229 0.9085 -0.0144 -1.6% 0.9178
High 0.9233 0.9203 -0.0030 -0.3% 0.9289
Low 0.9062 0.9071 0.0009 0.1% 0.9062
Close 0.9107 0.9179 0.0072 0.8% 0.9107
Range 0.0171 0.0132 -0.0039 -22.8% 0.0227
ATR 0.0136 0.0136 0.0000 -0.2% 0.0000
Volume 146,589 95,200 -51,389 -35.1% 659,002
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9547 0.9495 0.9252
R3 0.9415 0.9363 0.9215
R2 0.9283 0.9283 0.9203
R1 0.9231 0.9231 0.9191 0.9257
PP 0.9151 0.9151 0.9151 0.9164
S1 0.9099 0.9099 0.9167 0.9125
S2 0.9019 0.9019 0.9155
S3 0.8887 0.8967 0.9143
S4 0.8755 0.8835 0.9106
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% 0.0118 1.3% 52% False False 121,063
10 0.9513 0.9062 0.0451 4.9% 0.0139 1.5% 26% False False 130,719
20 0.9696 0.9062 0.0634 6.9% 0.0146 1.6% 18% False False 94,447
40 1.0207 0.9062 0.1145 12.5% 0.0132 1.4% 10% False False 48,586
60 1.0454 0.9062 0.1392 15.2% 0.0113 1.2% 8% False False 32,447
80 1.0454 0.9062 0.1392 15.2% 0.0094 1.0% 8% False False 24,341
100 1.0454 0.9062 0.1392 15.2% 0.0079 0.9% 8% False False 19,473
120 1.0454 0.9062 0.1392 15.2% 0.0066 0.7% 8% False False 16,228
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9764
2.618 0.9549
1.618 0.9417
1.000 0.9335
0.618 0.9285
HIGH 0.9203
0.618 0.9153
0.500 0.9137
0.382 0.9121
LOW 0.9071
0.618 0.8989
1.000 0.8939
1.618 0.8857
2.618 0.8725
4.250 0.8510
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 0.9165 0.9178
PP 0.9151 0.9176
S1 0.9137 0.9175

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

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