CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 0.9353 0.9442 0.0089 1.0% 0.9520
High 0.9551 0.9442 -0.0109 -1.1% 0.9626
Low 0.9319 0.9320 0.0001 0.0% 0.9319
Close 0.9491 0.9380 -0.0111 -1.2% 0.9380
Range 0.0232 0.0122 -0.0110 -47.4% 0.0307
ATR 0.0093 0.0098 0.0006 6.0% 0.0000
Volume 10 18 8 80.0% 41
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9747 0.9685 0.9447
R3 0.9625 0.9563 0.9414
R2 0.9503 0.9503 0.9402
R1 0.9441 0.9441 0.9391 0.9411
PP 0.9381 0.9381 0.9381 0.9366
S1 0.9319 0.9319 0.9369 0.9289
S2 0.9259 0.9259 0.9358
S3 0.9137 0.9197 0.9346
S4 0.9015 0.9075 0.9313
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0363 1.0178 0.9549
R3 1.0056 0.9871 0.9464
R2 0.9749 0.9749 0.9436
R1 0.9564 0.9564 0.9408 0.9503
PP 0.9442 0.9442 0.9442 0.9411
S1 0.9257 0.9257 0.9352 0.9196
S2 0.9135 0.9135 0.9324
S3 0.8828 0.8950 0.9296
S4 0.8521 0.8643 0.9211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9626 0.9319 0.0307 3.3% 0.0124 1.3% 20% False False 8
10 0.9626 0.9319 0.0307 3.3% 0.0093 1.0% 20% False False 7
20 0.9947 0.9319 0.0628 6.7% 0.0076 0.8% 10% False False 8
40 1.0330 0.9319 0.1011 10.8% 0.0048 0.5% 6% False False 6
60 1.0359 0.9319 0.1040 11.1% 0.0033 0.4% 6% False False 4
80 1.0359 0.9319 0.1040 11.1% 0.0025 0.3% 6% False False 5
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9961
2.618 0.9761
1.618 0.9639
1.000 0.9564
0.618 0.9517
HIGH 0.9442
0.618 0.9395
0.500 0.9381
0.382 0.9367
LOW 0.9320
0.618 0.9245
1.000 0.9198
1.618 0.9123
2.618 0.9001
4.250 0.8802
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 0.9381 0.9435
PP 0.9381 0.9417
S1 0.9380 0.9398

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

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