CME Australian Dollar Future September 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 0.9041 0.8924 -0.0117 -1.3% 0.9142
High 0.9048 0.8978 -0.0070 -0.8% 0.9284
Low 0.8901 0.8882 -0.0019 -0.2% 0.9096
Close 0.8978 0.8911 -0.0067 -0.7% 0.9228
Range 0.0147 0.0096 -0.0051 -34.7% 0.0188
ATR 0.0130 0.0127 -0.0002 -1.9% 0.0000
Volume 159,267 112,360 -46,907 -29.5% 457,516
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9212 0.9157 0.8964
R3 0.9116 0.9061 0.8937
R2 0.9020 0.9020 0.8929
R1 0.8965 0.8965 0.8920 0.8945
PP 0.8924 0.8924 0.8924 0.8913
S1 0.8869 0.8869 0.8902 0.8849
S2 0.8828 0.8828 0.8893
S3 0.8732 0.8773 0.8885
S4 0.8636 0.8677 0.8858
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9767 0.9685 0.9331
R3 0.9579 0.9497 0.9280
R2 0.9391 0.9391 0.9262
R1 0.9309 0.9309 0.9245 0.9350
PP 0.9203 0.9203 0.9203 0.9223
S1 0.9121 0.9121 0.9211 0.9162
S2 0.9015 0.9015 0.9194
S3 0.8827 0.8933 0.9176
S4 0.8639 0.8745 0.9125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9264 0.8882 0.0382 4.3% 0.0115 1.3% 8% False True 109,253
10 0.9284 0.8882 0.0402 4.5% 0.0118 1.3% 7% False True 100,468
20 0.9284 0.8882 0.0402 4.5% 0.0126 1.4% 7% False True 108,653
40 0.9609 0.8882 0.0727 8.2% 0.0135 1.5% 4% False True 106,538
60 1.0184 0.8882 0.1302 14.6% 0.0132 1.5% 2% False True 72,266
80 1.0454 0.8882 0.1572 17.6% 0.0118 1.3% 2% False True 54,245
100 1.0454 0.8882 0.1572 17.6% 0.0102 1.1% 2% False True 43,403
120 1.0454 0.8882 0.1572 17.6% 0.0089 1.0% 2% False True 36,170
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9386
2.618 0.9229
1.618 0.9133
1.000 0.9074
0.618 0.9037
HIGH 0.8978
0.618 0.8941
0.500 0.8930
0.382 0.8919
LOW 0.8882
0.618 0.8823
1.000 0.8786
1.618 0.8727
2.618 0.8631
4.250 0.8474
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 0.8930 0.9031
PP 0.8924 0.8991
S1 0.8917 0.8951

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

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