CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 0.9510 0.9525 0.0015 0.2% 0.9495
High 0.9543 0.9525 -0.0018 -0.2% 0.9546
Low 0.9510 0.9425 -0.0085 -0.9% 0.9425
Close 0.9543 0.9446 -0.0097 -1.0% 0.9446
Range 0.0033 0.0100 0.0067 203.0% 0.0121
ATR 0.0066 0.0070 0.0004 5.7% 0.0000
Volume 4 9 5 125.0% 23
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9765 0.9706 0.9501
R3 0.9665 0.9606 0.9474
R2 0.9565 0.9565 0.9464
R1 0.9506 0.9506 0.9455 0.9486
PP 0.9465 0.9465 0.9465 0.9455
S1 0.9406 0.9406 0.9437 0.9386
S2 0.9365 0.9365 0.9428
S3 0.9265 0.9306 0.9419
S4 0.9165 0.9206 0.9391
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 0.9835 0.9762 0.9513
R3 0.9714 0.9641 0.9479
R2 0.9593 0.9593 0.9468
R1 0.9520 0.9520 0.9457 0.9496
PP 0.9472 0.9472 0.9472 0.9461
S1 0.9399 0.9399 0.9435 0.9375
S2 0.9351 0.9351 0.9424
S3 0.9230 0.9278 0.9413
S4 0.9109 0.9157 0.9379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9558 0.9425 0.0133 1.4% 0.0061 0.7% 16% False True 6
10 0.9679 0.9425 0.0254 2.7% 0.0069 0.7% 8% False True 9
20 1.0192 0.9425 0.0767 8.1% 0.0055 0.6% 3% False True 9
40 1.0359 0.9425 0.0934 9.9% 0.0034 0.4% 2% False True 5
60 1.0359 0.9425 0.0934 9.9% 0.0023 0.2% 2% False True 4
80 1.0359 0.9425 0.0934 9.9% 0.0017 0.2% 2% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9950
2.618 0.9787
1.618 0.9687
1.000 0.9625
0.618 0.9587
HIGH 0.9525
0.618 0.9487
0.500 0.9475
0.382 0.9463
LOW 0.9425
0.618 0.9363
1.000 0.9325
1.618 0.9263
2.618 0.9163
4.250 0.9000
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 0.9475 0.9484
PP 0.9465 0.9471
S1 0.9456 0.9459

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

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