CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 0.9226 0.9310 0.0084 0.9% 0.8923
High 0.9317 0.9336 0.0019 0.2% 0.9213
Low 0.9213 0.9274 0.0061 0.7% 0.8892
Close 0.9308 0.9330 0.0022 0.2% 0.9185
Range 0.0104 0.0062 -0.0042 -40.4% 0.0321
ATR 0.0105 0.0102 -0.0003 -2.9% 0.0000
Volume 102,464 101,621 -843 -0.8% 491,130
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9499 0.9477 0.9364
R3 0.9437 0.9415 0.9347
R2 0.9375 0.9375 0.9341
R1 0.9353 0.9353 0.9336 0.9364
PP 0.9313 0.9313 0.9313 0.9319
S1 0.9291 0.9291 0.9324 0.9302
S2 0.9251 0.9251 0.9319
S3 0.9189 0.9229 0.9313
S4 0.9127 0.9167 0.9296
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 0.9336 0.9111 0.0225 2.4% 0.0083 0.9% 97% True False 98,817
10 0.9336 0.8881 0.0455 4.9% 0.0096 1.0% 99% True False 100,720
20 0.9336 0.8881 0.0455 4.9% 0.0100 1.1% 99% True False 98,092
40 0.9336 0.8823 0.0513 5.5% 0.0106 1.1% 99% True False 97,858
60 0.9513 0.8823 0.0690 7.4% 0.0117 1.3% 73% False False 106,641
80 0.9761 0.8823 0.0938 10.1% 0.0123 1.3% 54% False False 87,802
100 1.0283 0.8823 0.1460 15.6% 0.0116 1.2% 35% False False 70,365
120 1.0454 0.8823 0.1631 17.5% 0.0107 1.1% 31% False False 58,654
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0023
Narrowest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 0.9600
2.618 0.9498
1.618 0.9436
1.000 0.9398
0.618 0.9374
HIGH 0.9336
0.618 0.9312
0.500 0.9305
0.382 0.9298
LOW 0.9274
0.618 0.9236
1.000 0.9212
1.618 0.9174
2.618 0.9112
4.250 0.9011
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 0.9322 0.9303
PP 0.9313 0.9276
S1 0.9305 0.9250

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

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