CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 0.9142 0.9210 0.0068 0.7% 0.9040
High 0.9234 0.9266 0.0032 0.3% 0.9253
Low 0.9136 0.9187 0.0051 0.6% 0.8996
Close 0.9207 0.9260 0.0053 0.6% 0.9157
Range 0.0098 0.0079 -0.0019 -19.4% 0.0257
ATR 0.0129 0.0125 -0.0004 -2.8% 0.0000
Volume 77,839 82,920 5,081 6.5% 487,258
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9475 0.9446 0.9303
R3 0.9396 0.9367 0.9282
R2 0.9317 0.9317 0.9274
R1 0.9288 0.9288 0.9267 0.9303
PP 0.9238 0.9238 0.9238 0.9245
S1 0.9209 0.9209 0.9253 0.9224
S2 0.9159 0.9159 0.9246
S3 0.9080 0.9130 0.9238
S4 0.9001 0.9051 0.9217
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 0.9266 0.9100 0.0166 1.8% 0.0093 1.0% 96% True False 89,809
10 0.9266 0.8957 0.0309 3.3% 0.0124 1.3% 98% True False 104,642
20 0.9289 0.8957 0.0332 3.6% 0.0123 1.3% 91% False False 111,566
40 0.9719 0.8957 0.0762 8.2% 0.0137 1.5% 40% False False 88,738
60 1.0283 0.8957 0.1326 14.3% 0.0125 1.4% 23% False False 59,501
80 1.0454 0.8957 0.1497 16.2% 0.0111 1.2% 20% False False 44,663
100 1.0454 0.8957 0.1497 16.2% 0.0095 1.0% 20% False False 35,733
120 1.0454 0.8957 0.1497 16.2% 0.0081 0.9% 20% False False 29,778
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9602
2.618 0.9473
1.618 0.9394
1.000 0.9345
0.618 0.9315
HIGH 0.9266
0.618 0.9236
0.500 0.9227
0.382 0.9217
LOW 0.9187
0.618 0.9138
1.000 0.9108
1.618 0.9059
2.618 0.8980
4.250 0.8851
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 0.9249 0.9237
PP 0.9238 0.9215
S1 0.9227 0.9192

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

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