CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 0.9129 0.9176 0.0047 0.5% 0.9085
High 0.9190 0.9263 0.0073 0.8% 0.9203
Low 0.9048 0.9078 0.0030 0.3% 0.8987
Close 0.9071 0.9134 0.0063 0.7% 0.9018
Range 0.0142 0.0185 0.0043 30.3% 0.0216
ATR 0.0133 0.0137 0.0004 3.2% 0.0000
Volume 140,749 149,066 8,317 5.9% 485,768
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9713 0.9609 0.9236
R3 0.9528 0.9424 0.9185
R2 0.9343 0.9343 0.9168
R1 0.9239 0.9239 0.9151 0.9199
PP 0.9158 0.9158 0.9158 0.9138
S1 0.9054 0.9054 0.9117 0.9014
S2 0.8973 0.8973 0.9100
S3 0.8788 0.8869 0.9083
S4 0.8603 0.8684 0.9032
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 0.9263 0.8995 0.0268 2.9% 0.0137 1.5% 52% True False 129,869
10 0.9287 0.8987 0.0300 3.3% 0.0134 1.5% 49% False False 122,192
20 0.9593 0.8987 0.0606 6.6% 0.0140 1.5% 24% False False 126,496
40 0.9833 0.8987 0.0846 9.3% 0.0137 1.5% 17% False False 70,177
60 1.0283 0.8987 0.1296 14.2% 0.0118 1.3% 11% False False 46,920
80 1.0454 0.8987 0.1467 16.1% 0.0104 1.1% 10% False False 35,208
100 1.0454 0.8987 0.1467 16.1% 0.0087 1.0% 10% False False 28,167
120 1.0454 0.8987 0.1467 16.1% 0.0074 0.8% 10% False False 23,473
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 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0049
2.618 0.9747
1.618 0.9562
1.000 0.9448
0.618 0.9377
HIGH 0.9263
0.618 0.9192
0.500 0.9171
0.382 0.9149
LOW 0.9078
0.618 0.8964
1.000 0.8893
1.618 0.8779
2.618 0.8594
4.250 0.8292
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 0.9171 0.9150
PP 0.9158 0.9145
S1 0.9146 0.9139

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

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