CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 0.9442 0.9300 -0.0142 -1.5% 0.9520
High 0.9442 0.9357 -0.0085 -0.9% 0.9626
Low 0.9320 0.9285 -0.0035 -0.4% 0.9319
Close 0.9380 0.9357 -0.0023 -0.2% 0.9380
Range 0.0122 0.0072 -0.0050 -41.0% 0.0307
ATR 0.0098 0.0098 0.0000 -0.2% 0.0000
Volume 18 11 -7 -38.9% 41
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9549 0.9525 0.9397
R3 0.9477 0.9453 0.9377
R2 0.9405 0.9405 0.9370
R1 0.9381 0.9381 0.9364 0.9393
PP 0.9333 0.9333 0.9333 0.9339
S1 0.9309 0.9309 0.9350 0.9321
S2 0.9261 0.9261 0.9344
S3 0.9189 0.9237 0.9337
S4 0.9117 0.9165 0.9317
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 0.9578 0.9285 0.0293 3.1% 0.0113 1.2% 25% False True 8
10 0.9626 0.9285 0.0341 3.6% 0.0095 1.0% 21% False True 7
20 0.9812 0.9285 0.0527 5.6% 0.0075 0.8% 14% False True 8
40 1.0199 0.9285 0.0914 9.8% 0.0050 0.5% 8% False True 6
60 1.0359 0.9285 0.1074 11.5% 0.0034 0.4% 7% False True 4
80 1.0359 0.9285 0.1074 11.5% 0.0026 0.3% 7% False True 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9663
2.618 0.9545
1.618 0.9473
1.000 0.9429
0.618 0.9401
HIGH 0.9357
0.618 0.9329
0.500 0.9321
0.382 0.9313
LOW 0.9285
0.618 0.9241
1.000 0.9213
1.618 0.9169
2.618 0.9097
4.250 0.8979
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 0.9345 0.9418
PP 0.9333 0.9398
S1 0.9321 0.9377

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

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