CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 0.9097 0.9060 -0.0037 -0.4% 0.9085
High 0.9141 0.9134 -0.0007 -0.1% 0.9203
Low 0.8987 0.9001 0.0014 0.2% 0.8987
Close 0.9036 0.9018 -0.0018 -0.2% 0.9018
Range 0.0154 0.0133 -0.0021 -13.6% 0.0216
ATR 0.0136 0.0136 0.0000 -0.2% 0.0000
Volume 116,433 170,510 54,077 46.4% 485,768
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9450 0.9367 0.9091
R3 0.9317 0.9234 0.9055
R2 0.9184 0.9184 0.9042
R1 0.9101 0.9101 0.9030 0.9076
PP 0.9051 0.9051 0.9051 0.9039
S1 0.8968 0.8968 0.9006 0.8943
S2 0.8918 0.8918 0.8994
S3 0.8785 0.8835 0.8981
S4 0.8652 0.8702 0.8945
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9717 0.9584 0.9137
R3 0.9501 0.9368 0.9077
R2 0.9285 0.9285 0.9058
R1 0.9152 0.9152 0.9038 0.9111
PP 0.9069 0.9069 0.9069 0.9049
S1 0.8936 0.8936 0.8998 0.8895
S2 0.8853 0.8853 0.8978
S3 0.8637 0.8720 0.8959
S4 0.8421 0.8504 0.8899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9233 0.8987 0.0246 2.7% 0.0142 1.6% 13% False False 126,471
10 0.9289 0.8987 0.0302 3.3% 0.0123 1.4% 10% False False 126,564
20 0.9593 0.8987 0.0606 6.7% 0.0140 1.5% 5% False False 111,464
40 1.0184 0.8987 0.1197 13.3% 0.0137 1.5% 3% False False 58,281
60 1.0454 0.8987 0.1467 16.3% 0.0117 1.3% 2% False False 38,950
80 1.0454 0.8987 0.1467 16.3% 0.0098 1.1% 2% False False 29,223
100 1.0454 0.8987 0.1467 16.3% 0.0083 0.9% 2% False False 23,379
120 1.0454 0.8987 0.1467 16.3% 0.0069 0.8% 2% False False 19,482
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9699
2.618 0.9482
1.618 0.9349
1.000 0.9267
0.618 0.9216
HIGH 0.9134
0.618 0.9083
0.500 0.9068
0.382 0.9052
LOW 0.9001
0.618 0.8919
1.000 0.8868
1.618 0.8786
2.618 0.8653
4.250 0.8436
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 0.9068 0.9094
PP 0.9051 0.9069
S1 0.9035 0.9043

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

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