CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 0.9669 0.9660 -0.0009 -0.1% 0.9812
High 0.9673 0.9663 -0.0010 -0.1% 0.9812
Low 0.9657 0.9534 -0.0123 -1.3% 0.9578
Close 0.9663 0.9551 -0.0112 -1.2% 0.9599
Range 0.0016 0.0129 0.0113 706.3% 0.0234
ATR 0.0058 0.0063 0.0005 8.8% 0.0000
Volume 6 4 -2 -33.3% 24
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 0.9970 0.9889 0.9622
R3 0.9841 0.9760 0.9586
R2 0.9712 0.9712 0.9575
R1 0.9631 0.9631 0.9563 0.9607
PP 0.9583 0.9583 0.9583 0.9571
S1 0.9502 0.9502 0.9539 0.9478
S2 0.9454 0.9454 0.9527
S3 0.9325 0.9373 0.9516
S4 0.9196 0.9244 0.9480
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0365 1.0216 0.9728
R3 1.0131 0.9982 0.9663
R2 0.9897 0.9897 0.9642
R1 0.9748 0.9748 0.9620 0.9706
PP 0.9663 0.9663 0.9663 0.9642
S1 0.9514 0.9514 0.9578 0.9472
S2 0.9429 0.9429 0.9556
S3 0.9195 0.9280 0.9535
S4 0.8961 0.9046 0.9470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9758 0.9534 0.0224 2.3% 0.0065 0.7% 8% False True 4
10 1.0000 0.9534 0.0466 4.9% 0.0057 0.6% 4% False True 5
20 1.0197 0.9534 0.0663 6.9% 0.0040 0.4% 3% False True 6
40 1.0359 0.9534 0.0825 8.6% 0.0023 0.2% 2% False True 4
60 1.0359 0.9534 0.0825 8.6% 0.0016 0.2% 2% False True 3
80 1.0359 0.9534 0.0825 8.6% 0.0012 0.1% 2% False True 4
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 False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 1.0211
2.618 1.0001
1.618 0.9872
1.000 0.9792
0.618 0.9743
HIGH 0.9663
0.618 0.9614
0.500 0.9599
0.382 0.9583
LOW 0.9534
0.618 0.9454
1.000 0.9405
1.618 0.9325
2.618 0.9196
4.250 0.8986
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 0.9599 0.9607
PP 0.9583 0.9588
S1 0.9567 0.9570

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

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