CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 0.9199 0.9135 -0.0064 -0.7% 0.9040
High 0.9205 0.9199 -0.0006 -0.1% 0.9253
Low 0.9100 0.9118 0.0018 0.2% 0.8996
Close 0.9131 0.9157 0.0026 0.3% 0.9157
Range 0.0105 0.0081 -0.0024 -22.9% 0.0257
ATR 0.0135 0.0131 -0.0004 -2.9% 0.0000
Volume 87,040 76,816 -10,224 -11.7% 487,258
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9401 0.9360 0.9202
R3 0.9320 0.9279 0.9179
R2 0.9239 0.9239 0.9172
R1 0.9198 0.9198 0.9164 0.9219
PP 0.9158 0.9158 0.9158 0.9168
S1 0.9117 0.9117 0.9150 0.9138
S2 0.9077 0.9077 0.9142
S3 0.8996 0.9036 0.9135
S4 0.8915 0.8955 0.9112
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9906 0.9789 0.9298
R3 0.9649 0.9532 0.9228
R2 0.9392 0.9392 0.9204
R1 0.9275 0.9275 0.9181 0.9334
PP 0.9135 0.9135 0.9135 0.9165
S1 0.9018 0.9018 0.9133 0.9077
S2 0.8878 0.8878 0.9110
S3 0.8621 0.8761 0.9086
S4 0.8364 0.8504 0.9016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9253 0.8996 0.0257 2.8% 0.0109 1.2% 63% False False 97,451
10 0.9263 0.8957 0.0306 3.3% 0.0129 1.4% 65% False False 107,468
20 0.9289 0.8957 0.0332 3.6% 0.0126 1.4% 60% False False 117,016
40 0.9719 0.8957 0.0762 8.3% 0.0140 1.5% 26% False False 84,846
60 1.0283 0.8957 0.1326 14.5% 0.0124 1.4% 15% False False 56,829
80 1.0454 0.8957 0.1497 16.3% 0.0110 1.2% 13% False False 42,655
100 1.0454 0.8957 0.1497 16.3% 0.0094 1.0% 13% False False 34,125
120 1.0454 0.8957 0.1497 16.3% 0.0080 0.9% 13% False False 28,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9543
2.618 0.9411
1.618 0.9330
1.000 0.9280
0.618 0.9249
HIGH 0.9199
0.618 0.9168
0.500 0.9159
0.382 0.9149
LOW 0.9118
0.618 0.9068
1.000 0.9037
1.618 0.8987
2.618 0.8906
4.250 0.8774
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 0.9159 0.9177
PP 0.9158 0.9170
S1 0.9158 0.9164

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

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