CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 0.9901 0.9812 -0.0089 -0.9% 1.0090
High 0.9947 0.9812 -0.0135 -1.4% 1.0090
Low 0.9854 0.9812 -0.0042 -0.4% 0.9854
Close 0.9864 0.9812 -0.0052 -0.5% 0.9864
Range 0.0093 0.0000 -0.0093 -100.0% 0.0236
ATR 0.0055 0.0055 0.0000 -0.4% 0.0000
Volume 10 8 -2 -20.0% 82
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 0.9812 0.9812 0.9812
R3 0.9812 0.9812 0.9812
R2 0.9812 0.9812 0.9812
R1 0.9812 0.9812 0.9812 0.9812
PP 0.9812 0.9812 0.9812 0.9812
S1 0.9812 0.9812 0.9812 0.9812
S2 0.9812 0.9812 0.9812
S3 0.9812 0.9812 0.9812
S4 0.9812 0.9812 0.9812
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0644 1.0490 0.9994
R3 1.0408 1.0254 0.9929
R2 1.0172 1.0172 0.9907
R1 1.0018 1.0018 0.9886 0.9977
PP 0.9936 0.9936 0.9936 0.9916
S1 0.9782 0.9782 0.9842 0.9741
S2 0.9700 0.9700 0.9821
S3 0.9464 0.9546 0.9799
S4 0.9228 0.9310 0.9734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0090 0.9812 0.0278 2.8% 0.0052 0.5% 0% False True 17
10 1.0197 0.9812 0.0385 3.9% 0.0038 0.4% 0% False True 10
20 1.0199 0.9812 0.0387 3.9% 0.0024 0.2% 0% False True 5
40 1.0359 0.9812 0.0547 5.6% 0.0014 0.1% 0% False True 3
60 1.0359 0.9812 0.0547 5.6% 0.0010 0.1% 0% False True 4
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 0.0006
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9812
2.618 0.9812
1.618 0.9812
1.000 0.9812
0.618 0.9812
HIGH 0.9812
0.618 0.9812
0.500 0.9812
0.382 0.9812
LOW 0.9812
0.618 0.9812
1.000 0.9812
1.618 0.9812
2.618 0.9812
4.250 0.9812
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 0.9812 0.9906
PP 0.9812 0.9875
S1 0.9812 0.9843

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

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