CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 0.9085 0.9185 0.0100 1.1% 0.9178
High 0.9203 0.9201 -0.0002 0.0% 0.9289
Low 0.9071 0.9080 0.0009 0.1% 0.9062
Close 0.9179 0.9097 -0.0082 -0.9% 0.9107
Range 0.0132 0.0121 -0.0011 -8.3% 0.0227
ATR 0.0136 0.0135 -0.0001 -0.8% 0.0000
Volume 95,200 103,625 8,425 8.8% 659,002
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9489 0.9414 0.9164
R3 0.9368 0.9293 0.9130
R2 0.9247 0.9247 0.9119
R1 0.9172 0.9172 0.9108 0.9149
PP 0.9126 0.9126 0.9126 0.9115
S1 0.9051 0.9051 0.9086 0.9028
S2 0.9005 0.9005 0.9075
S3 0.8884 0.8930 0.9064
S4 0.8763 0.8809 0.9030
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% 15% False False 118,452
10 0.9500 0.9062 0.0438 4.8% 0.0137 1.5% 8% False False 130,872
20 0.9609 0.9062 0.0547 6.0% 0.0144 1.6% 6% False False 99,034
40 1.0184 0.9062 0.1122 12.3% 0.0133 1.5% 3% False False 51,172
60 1.0454 0.9062 0.1392 15.3% 0.0114 1.3% 3% False False 34,172
80 1.0454 0.9062 0.1392 15.3% 0.0095 1.0% 3% False False 25,636
100 1.0454 0.9062 0.1392 15.3% 0.0080 0.9% 3% False False 20,509
120 1.0454 0.9062 0.1392 15.3% 0.0067 0.7% 3% False False 17,091
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 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9715
2.618 0.9518
1.618 0.9397
1.000 0.9322
0.618 0.9276
HIGH 0.9201
0.618 0.9155
0.500 0.9141
0.382 0.9126
LOW 0.9080
0.618 0.9005
1.000 0.8959
1.618 0.8884
2.618 0.8763
4.250 0.8566
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 0.9141 0.9148
PP 0.9126 0.9131
S1 0.9112 0.9114

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

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