CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 0.9210 0.9255 0.0045 0.5% 0.9040
High 0.9266 0.9284 0.0018 0.2% 0.9253
Low 0.9187 0.9096 -0.0091 -1.0% 0.8996
Close 0.9260 0.9122 -0.0138 -1.5% 0.9157
Range 0.0079 0.0188 0.0109 138.0% 0.0257
ATR 0.0125 0.0130 0.0004 3.6% 0.0000
Volume 82,920 123,825 40,905 49.3% 487,258
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9731 0.9615 0.9225
R3 0.9543 0.9427 0.9174
R2 0.9355 0.9355 0.9156
R1 0.9239 0.9239 0.9139 0.9203
PP 0.9167 0.9167 0.9167 0.9150
S1 0.9051 0.9051 0.9105 0.9015
S2 0.8979 0.8979 0.9088
S3 0.8791 0.8863 0.9070
S4 0.8603 0.8675 0.9019
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 0.9284 0.9096 0.0188 2.1% 0.0110 1.2% 14% True True 89,688
10 0.9284 0.8957 0.0327 3.6% 0.0129 1.4% 50% True False 102,950
20 0.9289 0.8957 0.0332 3.6% 0.0128 1.4% 50% False False 111,923
40 0.9719 0.8957 0.0762 8.4% 0.0140 1.5% 22% False False 91,789
60 1.0283 0.8957 0.1326 14.5% 0.0127 1.4% 12% False False 61,564
80 1.0454 0.8957 0.1497 16.4% 0.0114 1.2% 11% False False 46,210
100 1.0454 0.8957 0.1497 16.4% 0.0097 1.1% 11% False False 36,971
120 1.0454 0.8957 0.1497 16.4% 0.0083 0.9% 11% False False 30,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0083
2.618 0.9776
1.618 0.9588
1.000 0.9472
0.618 0.9400
HIGH 0.9284
0.618 0.9212
0.500 0.9190
0.382 0.9168
LOW 0.9096
0.618 0.8980
1.000 0.8908
1.618 0.8792
2.618 0.8604
4.250 0.8297
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 0.9190 0.9190
PP 0.9167 0.9167
S1 0.9145 0.9145

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

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