CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 0.9660 0.9522 -0.0138 -1.4% 0.9812
High 0.9663 0.9603 -0.0060 -0.6% 0.9812
Low 0.9534 0.9485 -0.0049 -0.5% 0.9578
Close 0.9551 0.9603 0.0052 0.5% 0.9599
Range 0.0129 0.0118 -0.0011 -8.5% 0.0234
ATR 0.0063 0.0067 0.0004 6.2% 0.0000
Volume 4 43 39 975.0% 24
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 0.9918 0.9878 0.9668
R3 0.9800 0.9760 0.9635
R2 0.9682 0.9682 0.9625
R1 0.9642 0.9642 0.9614 0.9662
PP 0.9564 0.9564 0.9564 0.9574
S1 0.9524 0.9524 0.9592 0.9544
S2 0.9446 0.9446 0.9581
S3 0.9328 0.9406 0.9571
S4 0.9210 0.9288 0.9538
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 0.9679 0.9485 0.0194 2.0% 0.0076 0.8% 61% False True 12
10 0.9947 0.9485 0.0462 4.8% 0.0060 0.6% 26% False True 9
20 1.0197 0.9485 0.0712 7.4% 0.0044 0.5% 17% False True 8
40 1.0359 0.9485 0.0874 9.1% 0.0026 0.3% 14% False True 5
60 1.0359 0.9485 0.0874 9.1% 0.0018 0.2% 14% False True 3
80 1.0359 0.9485 0.0874 9.1% 0.0013 0.1% 14% False True 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 0.9912
1.618 0.9794
1.000 0.9721
0.618 0.9676
HIGH 0.9603
0.618 0.9558
0.500 0.9544
0.382 0.9530
LOW 0.9485
0.618 0.9412
1.000 0.9367
1.618 0.9294
2.618 0.9176
4.250 0.8984
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 0.9583 0.9595
PP 0.9564 0.9587
S1 0.9544 0.9579

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

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