CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 0.9018 0.8971 -0.0047 -0.5% 0.9173
High 0.9019 0.8975 -0.0044 -0.5% 0.9217
Low 0.8922 0.8881 -0.0041 -0.5% 0.8918
Close 0.8969 0.8932 -0.0037 -0.4% 0.9019
Range 0.0097 0.0094 -0.0003 -3.1% 0.0299
ATR 0.0109 0.0108 -0.0001 -1.0% 0.0000
Volume 106,170 89,108 -17,062 -16.1% 504,753
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9211 0.9166 0.8984
R3 0.9117 0.9072 0.8958
R2 0.9023 0.9023 0.8949
R1 0.8978 0.8978 0.8941 0.8954
PP 0.8929 0.8929 0.8929 0.8917
S1 0.8884 0.8884 0.8923 0.8860
S2 0.8835 0.8835 0.8915
S3 0.8741 0.8790 0.8906
S4 0.8647 0.8696 0.8880
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 0.9059 0.8881 0.0178 2.0% 0.0090 1.0% 29% False True 92,785
10 0.9217 0.8881 0.0336 3.8% 0.0104 1.2% 15% False True 96,682
20 0.9217 0.8823 0.0394 4.4% 0.0104 1.2% 28% False False 94,623
40 0.9284 0.8823 0.0461 5.2% 0.0116 1.3% 24% False False 101,739
60 0.9609 0.8823 0.0786 8.8% 0.0126 1.4% 14% False False 100,838
80 1.0184 0.8823 0.1361 15.2% 0.0125 1.4% 8% False False 76,455
100 1.0454 0.8823 0.1631 18.3% 0.0115 1.3% 7% False False 61,199
120 1.0454 0.8823 0.1631 18.3% 0.0102 1.1% 7% False False 51,004
Crabel Price Patterns
NR True
NR4 False
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9375
2.618 0.9221
1.618 0.9127
1.000 0.9069
0.618 0.9033
HIGH 0.8975
0.618 0.8939
0.500 0.8928
0.382 0.8917
LOW 0.8881
0.618 0.8823
1.000 0.8787
1.618 0.8729
2.618 0.8635
4.250 0.8482
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 0.8931 0.8970
PP 0.8929 0.8957
S1 0.8928 0.8945

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

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