CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 0.8966 0.9003 0.0037 0.4% 0.9173
High 0.9031 0.9038 0.0007 0.1% 0.9217
Low 0.8918 0.8959 0.0041 0.5% 0.8918
Close 0.8986 0.9019 0.0033 0.4% 0.9019
Range 0.0113 0.0079 -0.0034 -30.1% 0.0299
ATR 0.0116 0.0114 -0.0003 -2.3% 0.0000
Volume 111,229 91,135 -20,094 -18.1% 504,753
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9242 0.9210 0.9062
R3 0.9163 0.9131 0.9041
R2 0.9084 0.9084 0.9033
R1 0.9052 0.9052 0.9026 0.9068
PP 0.9005 0.9005 0.9005 0.9014
S1 0.8973 0.8973 0.9012 0.8989
S2 0.8926 0.8926 0.9005
S3 0.8847 0.8894 0.8997
S4 0.8768 0.8815 0.8976
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9948 0.9783 0.9183
R3 0.9649 0.9484 0.9101
R2 0.9350 0.9350 0.9074
R1 0.9185 0.9185 0.9046 0.9118
PP 0.9051 0.9051 0.9051 0.9018
S1 0.8886 0.8886 0.8992 0.8819
S2 0.8752 0.8752 0.8964
S3 0.8453 0.8587 0.8937
S4 0.8154 0.8288 0.8855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9217 0.8918 0.0299 3.3% 0.0112 1.2% 34% False False 100,950
10 0.9217 0.8918 0.0299 3.3% 0.0103 1.1% 34% False False 94,369
20 0.9256 0.8823 0.0433 4.8% 0.0111 1.2% 45% False False 99,444
40 0.9284 0.8823 0.0461 5.1% 0.0120 1.3% 43% False False 103,836
60 0.9719 0.8823 0.0896 9.9% 0.0130 1.4% 22% False False 96,947
80 1.0223 0.8823 0.1400 15.5% 0.0124 1.4% 14% False False 73,193
100 1.0454 0.8823 0.1631 18.1% 0.0115 1.3% 12% False False 58,585
120 1.0454 0.8823 0.1631 18.1% 0.0101 1.1% 12% False False 48,824
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 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9374
2.618 0.9245
1.618 0.9166
1.000 0.9117
0.618 0.9087
HIGH 0.9038
0.618 0.9008
0.500 0.8999
0.382 0.8989
LOW 0.8959
0.618 0.8910
1.000 0.8880
1.618 0.8831
2.618 0.8752
4.250 0.8623
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 0.9012 0.9012
PP 0.9005 0.9005
S1 0.8999 0.8998

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

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