CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 0.9157 0.9123 -0.0034 -0.4% 0.8923
High 0.9184 0.9213 0.0029 0.3% 0.9213
Low 0.9111 0.9111 0.0000 0.0% 0.8892
Close 0.9115 0.9185 0.0070 0.8% 0.9185
Range 0.0073 0.0102 0.0029 39.7% 0.0321
ATR 0.0108 0.0107 0.0000 -0.4% 0.0000
Volume 101,197 111,980 10,783 10.7% 491,130
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9476 0.9432 0.9241
R3 0.9374 0.9330 0.9213
R2 0.9272 0.9272 0.9204
R1 0.9228 0.9228 0.9194 0.9250
PP 0.9170 0.9170 0.9170 0.9181
S1 0.9126 0.9126 0.9176 0.9148
S2 0.9068 0.9068 0.9166
S3 0.8966 0.9024 0.9157
S4 0.8864 0.8922 0.9129
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0060 0.9943 0.9362
R3 0.9739 0.9622 0.9273
R2 0.9418 0.9418 0.9244
R1 0.9301 0.9301 0.9214 0.9360
PP 0.9097 0.9097 0.9097 0.9126
S1 0.8980 0.8980 0.9156 0.9039
S2 0.8776 0.8776 0.9126
S3 0.8455 0.8659 0.9097
S4 0.8134 0.8338 0.9008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9213 0.8883 0.0330 3.6% 0.0113 1.2% 92% True False 110,634
10 0.9213 0.8881 0.0332 3.6% 0.0097 1.1% 92% True False 98,988
20 0.9217 0.8881 0.0336 3.7% 0.0103 1.1% 90% False False 97,190
40 0.9284 0.8823 0.0461 5.0% 0.0111 1.2% 79% False False 98,525
60 0.9593 0.8823 0.0770 8.4% 0.0121 1.3% 47% False False 107,848
80 0.9833 0.8823 0.1010 11.0% 0.0124 1.4% 36% False False 84,351
100 1.0283 0.8823 0.1460 15.9% 0.0116 1.3% 25% False False 67,562
120 1.0454 0.8823 0.1631 17.8% 0.0106 1.2% 22% False False 56,313
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9647
2.618 0.9480
1.618 0.9378
1.000 0.9315
0.618 0.9276
HIGH 0.9213
0.618 0.9174
0.500 0.9162
0.382 0.9150
LOW 0.9111
0.618 0.9048
1.000 0.9009
1.618 0.8946
2.618 0.8844
4.250 0.8678
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 0.9177 0.9164
PP 0.9170 0.9142
S1 0.9162 0.9121

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

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