CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 03-Sep-2013

Day Change Summary
	Previous	Current
	30-Aug-2013	03-Sep-2013	Change	Change %	Previous Week
Open	0.8915	0.8923	0.0008	0.1%	0.9014
High	0.8949	0.9065	0.0116	1.3%	0.9059
Low	0.8883	0.8892	0.0009	0.1%	0.8881
Close	0.8892	0.9046	0.0154	1.7%	0.8892
Range	0.0066	0.0173	0.0107	162.1%	0.0178
ATR	0.0102	0.0107	0.0005	4.9%	0.0000
Volume	62,044	160,708	98,664	159.0%	407,624

Daily Pivots for day following 03-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9520	0.9456	0.9141
R3	0.9347	0.9283	0.9094
R2	0.9174	0.9174	0.9078
R1	0.9110	0.9110	0.9062	0.9142
PP	0.9001	0.9001	0.9001	0.9017
S1	0.8937	0.8937	0.9030	0.8969
S2	0.8828	0.8828	0.9014
S3	0.8655	0.8764	0.8998
S4	0.8482	0.8591	0.8951

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	0.9065	0.8881	0.0184	2.0%	0.0099	1.1%	90%	True	False	100,409
10	0.9117	0.8881	0.0236	2.6%	0.0099	1.1%	70%	False	False	99,246
20	0.9217	0.8881	0.0336	3.7%	0.0105	1.2%	49%	False	False	95,119
40	0.9284	0.8823	0.0461	5.1%	0.0114	1.3%	48%	False	False	100,304
60	0.9593	0.8823	0.0770	8.5%	0.0121	1.3%	29%	False	False	105,034
80	1.0006	0.8823	0.1183	13.1%	0.0124	1.4%	19%	False	False	80,252
100	1.0431	0.8823	0.1608	17.8%	0.0116	1.3%	14%	False	False	64,263
120	1.0454	0.8823	0.1631	18.0%	0.0104	1.1%	14%	False	False	53,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.9800
2.618	0.9518
1.618	0.9345
1.000	0.9238
0.618	0.9172
HIGH	0.9065
0.618	0.8999
0.500	0.8979
0.382	0.8958
LOW	0.8892
0.618	0.8785
1.000	0.8719
1.618	0.8612
2.618	0.8439
4.250	0.8157

Fisher Pivots for day following 03-Sep-2013
Pivot	1 day	3 day
R1	0.9024	0.9022
PP	0.9001	0.8998
S1	0.8979	0.8974

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