CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 0.9525 0.9520 -0.0005 -0.1% 0.9495
High 0.9525 0.9626 0.0101 1.1% 0.9546
Low 0.9425 0.9500 0.0075 0.8% 0.9425
Close 0.9446 0.9626 0.0180 1.9% 0.9446
Range 0.0100 0.0126 0.0026 26.0% 0.0121
ATR 0.0070 0.0077 0.0008 11.3% 0.0000
Volume 9 9 0 0.0% 23
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9962 0.9920 0.9695
R3 0.9836 0.9794 0.9661
R2 0.9710 0.9710 0.9649
R1 0.9668 0.9668 0.9638 0.9689
PP 0.9584 0.9584 0.9584 0.9595
S1 0.9542 0.9542 0.9614 0.9563
S2 0.9458 0.9458 0.9603
S3 0.9332 0.9416 0.9591
S4 0.9206 0.9290 0.9557
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 0.9626 0.9425 0.0201 2.1% 0.0077 0.8% 100% True False 6
10 0.9679 0.9425 0.0254 2.6% 0.0077 0.8% 79% False False 10
20 1.0090 0.9425 0.0665 6.9% 0.0060 0.6% 30% False False 10
40 1.0359 0.9425 0.0934 9.7% 0.0037 0.4% 22% False False 5
60 1.0359 0.9425 0.0934 9.7% 0.0025 0.3% 22% False False 4
80 1.0359 0.9425 0.0934 9.7% 0.0019 0.2% 22% False False 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 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0162
2.618 0.9956
1.618 0.9830
1.000 0.9752
0.618 0.9704
HIGH 0.9626
0.618 0.9578
0.500 0.9563
0.382 0.9548
LOW 0.9500
0.618 0.9422
1.000 0.9374
1.618 0.9296
2.618 0.9170
4.250 0.8965
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 0.9605 0.9593
PP 0.9584 0.9559
S1 0.9563 0.9526

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

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