CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 0.9520 0.9578 0.0058 0.6% 0.9495
High 0.9626 0.9578 -0.0048 -0.5% 0.9546
Low 0.9500 0.9509 0.0009 0.1% 0.9425
Close 0.9626 0.9509 -0.0117 -1.2% 0.9446
Range 0.0126 0.0069 -0.0057 -45.2% 0.0121
ATR 0.0077 0.0080 0.0003 3.6% 0.0000
Volume 9 2 -7 -77.8% 23
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9739 0.9693 0.9547
R3 0.9670 0.9624 0.9528
R2 0.9601 0.9601 0.9522
R1 0.9555 0.9555 0.9515 0.9544
PP 0.9532 0.9532 0.9532 0.9526
S1 0.9486 0.9486 0.9503 0.9475
S2 0.9463 0.9463 0.9496
S3 0.9394 0.9417 0.9490
S4 0.9325 0.9348 0.9471
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% 0.0081 0.8% 42% False False 5
10 0.9673 0.9425 0.0248 2.6% 0.0077 0.8% 34% False False 9
20 1.0090 0.9425 0.0665 7.0% 0.0063 0.7% 13% False False 10
40 1.0359 0.9425 0.0934 9.8% 0.0038 0.4% 9% False False 5
60 1.0359 0.9425 0.0934 9.8% 0.0026 0.3% 9% False False 4
80 1.0359 0.9425 0.0934 9.8% 0.0020 0.2% 9% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9871
2.618 0.9759
1.618 0.9690
1.000 0.9647
0.618 0.9621
HIGH 0.9578
0.618 0.9552
0.500 0.9544
0.382 0.9535
LOW 0.9509
0.618 0.9466
1.000 0.9440
1.618 0.9397
2.618 0.9328
4.250 0.9216
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 0.9544 0.9526
PP 0.9532 0.9520
S1 0.9521 0.9515

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

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