CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 0.9578 0.9472 -0.0106 -1.1% 0.9495
High 0.9578 0.9473 -0.0105 -1.1% 0.9546
Low 0.9509 0.9403 -0.0106 -1.1% 0.9425
Close 0.9509 0.9403 -0.0106 -1.1% 0.9446
Range 0.0069 0.0070 0.0001 1.4% 0.0121
ATR 0.0080 0.0082 0.0002 2.3% 0.0000
Volume 2 2 0 0.0% 23
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9636 0.9590 0.9442
R3 0.9566 0.9520 0.9422
R2 0.9496 0.9496 0.9416
R1 0.9450 0.9450 0.9409 0.9438
PP 0.9426 0.9426 0.9426 0.9421
S1 0.9380 0.9380 0.9397 0.9368
S2 0.9356 0.9356 0.9390
S3 0.9286 0.9310 0.9384
S4 0.9216 0.9240 0.9365
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 0.9403 0.0223 2.4% 0.0080 0.8% 0% False True 5
10 0.9663 0.9403 0.0260 2.8% 0.0082 0.9% 0% False True 9
20 1.0033 0.9403 0.0630 6.7% 0.0064 0.7% 0% False True 9
40 1.0359 0.9403 0.0956 10.2% 0.0039 0.4% 0% False True 6
60 1.0359 0.9403 0.0956 10.2% 0.0027 0.3% 0% False True 4
80 1.0359 0.9403 0.0956 10.2% 0.0021 0.2% 0% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9771
2.618 0.9656
1.618 0.9586
1.000 0.9543
0.618 0.9516
HIGH 0.9473
0.618 0.9446
0.500 0.9438
0.382 0.9430
LOW 0.9403
0.618 0.9360
1.000 0.9333
1.618 0.9290
2.618 0.9220
4.250 0.9106
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 0.9438 0.9515
PP 0.9426 0.9477
S1 0.9415 0.9440

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

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