CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 0.9196 0.9226 0.0030 0.3% 0.8923
High 0.9238 0.9317 0.0079 0.9% 0.9213
Low 0.9163 0.9213 0.0050 0.5% 0.8892
Close 0.9227 0.9308 0.0081 0.9% 0.9185
Range 0.0075 0.0104 0.0029 38.7% 0.0321
ATR 0.0105 0.0105 0.0000 -0.1% 0.0000
Volume 76,823 102,464 25,641 33.4% 491,130
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9591 0.9554 0.9365
R3 0.9487 0.9450 0.9337
R2 0.9383 0.9383 0.9327
R1 0.9346 0.9346 0.9318 0.9365
PP 0.9279 0.9279 0.9279 0.9289
S1 0.9242 0.9242 0.9298 0.9261
S2 0.9175 0.9175 0.9289
S3 0.9071 0.9138 0.9279
S4 0.8967 0.9034 0.9251
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 0.9317 0.9029 0.0288 3.1% 0.0101 1.1% 97% True False 101,941
10 0.9317 0.8881 0.0436 4.7% 0.0100 1.1% 98% True False 101,175
20 0.9317 0.8881 0.0436 4.7% 0.0101 1.1% 98% True False 97,135
40 0.9317 0.8823 0.0494 5.3% 0.0109 1.2% 98% True False 98,051
60 0.9579 0.8823 0.0756 8.1% 0.0118 1.3% 64% False False 106,468
80 0.9761 0.8823 0.0938 10.1% 0.0124 1.3% 52% False False 86,555
100 1.0283 0.8823 0.1460 15.7% 0.0116 1.2% 33% False False 69,350
120 1.0454 0.8823 0.1631 17.5% 0.0107 1.2% 30% False False 57,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9759
2.618 0.9589
1.618 0.9485
1.000 0.9421
0.618 0.9381
HIGH 0.9317
0.618 0.9277
0.500 0.9265
0.382 0.9253
LOW 0.9213
0.618 0.9149
1.000 0.9109
1.618 0.9045
2.618 0.8941
4.250 0.8771
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 0.9294 0.9277
PP 0.9279 0.9245
S1 0.9265 0.9214

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

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