CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 0.9135 0.9142 0.0007 0.1% 0.9040
High 0.9199 0.9234 0.0035 0.4% 0.9253
Low 0.9118 0.9136 0.0018 0.2% 0.8996
Close 0.9157 0.9207 0.0050 0.5% 0.9157
Range 0.0081 0.0098 0.0017 21.0% 0.0257
ATR 0.0131 0.0129 -0.0002 -1.8% 0.0000
Volume 76,816 77,839 1,023 1.3% 487,258
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9486 0.9445 0.9261
R3 0.9388 0.9347 0.9234
R2 0.9290 0.9290 0.9225
R1 0.9249 0.9249 0.9216 0.9270
PP 0.9192 0.9192 0.9192 0.9203
S1 0.9151 0.9151 0.9198 0.9172
S2 0.9094 0.9094 0.9189
S3 0.8996 0.9053 0.9180
S4 0.8898 0.8955 0.9153
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 0.9046 0.0207 2.2% 0.0112 1.2% 78% False False 95,092
10 0.9263 0.8957 0.0306 3.3% 0.0128 1.4% 82% False False 107,529
20 0.9289 0.8957 0.0332 3.6% 0.0127 1.4% 75% False False 114,864
40 0.9719 0.8957 0.0762 8.3% 0.0138 1.5% 33% False False 86,746
60 1.0283 0.8957 0.1326 14.4% 0.0125 1.4% 19% False False 58,123
80 1.0454 0.8957 0.1497 16.3% 0.0111 1.2% 17% False False 43,627
100 1.0454 0.8957 0.1497 16.3% 0.0095 1.0% 17% False False 34,904
120 1.0454 0.8957 0.1497 16.3% 0.0081 0.9% 17% False False 29,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9651
2.618 0.9491
1.618 0.9393
1.000 0.9332
0.618 0.9295
HIGH 0.9234
0.618 0.9197
0.500 0.9185
0.382 0.9173
LOW 0.9136
0.618 0.9075
1.000 0.9038
1.618 0.8977
2.618 0.8879
4.250 0.8720
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 0.9200 0.9194
PP 0.9192 0.9180
S1 0.9185 0.9167

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

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