CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 0.9282 0.9320 0.0038 0.4% 0.9520
High 0.9326 0.9410 0.0084 0.9% 0.9626
Low 0.9232 0.9320 0.0088 1.0% 0.9319
Close 0.9326 0.9368 0.0042 0.5% 0.9380
Range 0.0094 0.0090 -0.0004 -4.3% 0.0307
ATR 0.0100 0.0099 -0.0001 -0.7% 0.0000
Volume 21 12 -9 -42.9% 41
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9636 0.9592 0.9418
R3 0.9546 0.9502 0.9393
R2 0.9456 0.9456 0.9385
R1 0.9412 0.9412 0.9376 0.9434
PP 0.9366 0.9366 0.9366 0.9377
S1 0.9322 0.9322 0.9360 0.9344
S2 0.9276 0.9276 0.9352
S3 0.9186 0.9232 0.9343
S4 0.9096 0.9142 0.9319
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 0.9551 0.9232 0.0319 3.4% 0.0122 1.3% 43% False False 14
10 0.9626 0.9232 0.0394 4.2% 0.0101 1.1% 35% False False 9
20 0.9758 0.9232 0.0526 5.6% 0.0082 0.9% 26% False False 9
40 1.0197 0.9232 0.0965 10.3% 0.0054 0.6% 14% False False 7
60 1.0359 0.9232 0.1127 12.0% 0.0037 0.4% 12% False False 5
80 1.0359 0.9232 0.1127 12.0% 0.0028 0.3% 12% False False 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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9793
2.618 0.9646
1.618 0.9556
1.000 0.9500
0.618 0.9466
HIGH 0.9410
0.618 0.9376
0.500 0.9365
0.382 0.9354
LOW 0.9320
0.618 0.9264
1.000 0.9230
1.618 0.9174
2.618 0.9084
4.250 0.8938
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 0.9367 0.9352
PP 0.9366 0.9337
S1 0.9365 0.9321

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

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