CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 30-Aug-2013

Day Change Summary
	Previous	Current
	29-Aug-2013	30-Aug-2013	Change	Change %	Previous Week
Open	0.8933	0.8915	-0.0018	-0.2%	0.9014
High	0.8970	0.8949	-0.0021	-0.2%	0.9059
Low	0.8907	0.8883	-0.0024	-0.3%	0.8881
Close	0.8924	0.8892	-0.0032	-0.4%	0.8892
Range	0.0063	0.0066	0.0003	4.8%	0.0178
ATR	0.0105	0.0102	-0.0003	-2.7%	0.0000
Volume	84,016	62,044	-21,972	-26.2%	407,624

Daily Pivots for day following 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9106	0.9065	0.8928
R3	0.9040	0.8999	0.8910
R2	0.8974	0.8974	0.8904
R1	0.8933	0.8933	0.8898	0.8921
PP	0.8908	0.8908	0.8908	0.8902
S1	0.8867	0.8867	0.8886	0.8855
S2	0.8842	0.8842	0.8880
S3	0.8776	0.8801	0.8874
S4	0.8710	0.8735	0.8856

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9478	0.9363	0.8990
R3	0.9300	0.9185	0.8941
R2	0.9122	0.9122	0.8925
R1	0.9007	0.9007	0.8908	0.8976
PP	0.8944	0.8944	0.8944	0.8928
S1	0.8829	0.8829	0.8876	0.8798
S2	0.8766	0.8766	0.8859
S3	0.8588	0.8651	0.8843
S4	0.8410	0.8473	0.8794

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%	0.0078	0.9%	6%	False	False	81,524
10	0.9217	0.8881	0.0336	3.8%	0.0095	1.1%	3%	False	False	91,237
20	0.9217	0.8823	0.0394	4.4%	0.0100	1.1%	18%	False	False	90,733
40	0.9284	0.8823	0.0461	5.2%	0.0112	1.3%	15%	False	False	98,217
60	0.9593	0.8823	0.0770	8.7%	0.0121	1.4%	9%	False	False	102,633
80	1.0184	0.8823	0.1361	15.3%	0.0125	1.4%	5%	False	False	78,249
100	1.0454	0.8823	0.1631	18.3%	0.0115	1.3%	4%	False	False	62,657
120	1.0454	0.8823	0.1631	18.3%	0.0103	1.2%	4%	False	False	52,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9230
2.618	0.9122
1.618	0.9056
1.000	0.9015
0.618	0.8990
HIGH	0.8949
0.618	0.8924
0.500	0.8916
0.382	0.8908
LOW	0.8883
0.618	0.8842
1.000	0.8817
1.618	0.8776
2.618	0.8710
4.250	0.8603

Fisher Pivots for day following 30-Aug-2013
Pivot	1 day	3 day
R1	0.8916	0.8928
PP	0.8908	0.8916
S1	0.8900	0.8904

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols