CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 0.9320 0.9340 0.0020 0.2% 0.9520
High 0.9410 0.9500 0.0090 1.0% 0.9626
Low 0.9320 0.9340 0.0020 0.2% 0.9319
Close 0.9368 0.9485 0.0117 1.2% 0.9380
Range 0.0090 0.0160 0.0070 77.8% 0.0307
ATR 0.0099 0.0104 0.0004 4.4% 0.0000
Volume 12 8 -4 -33.3% 41
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9922 0.9863 0.9573
R3 0.9762 0.9703 0.9529
R2 0.9602 0.9602 0.9514
R1 0.9543 0.9543 0.9500 0.9573
PP 0.9442 0.9442 0.9442 0.9456
S1 0.9383 0.9383 0.9470 0.9413
S2 0.9282 0.9282 0.9456
S3 0.9122 0.9223 0.9441
S4 0.8962 0.9063 0.9397
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 0.9500 0.9232 0.0268 2.8% 0.0108 1.1% 94% True False 14
10 0.9626 0.9232 0.0394 4.2% 0.0114 1.2% 64% False False 10
20 0.9758 0.9232 0.0526 5.5% 0.0089 0.9% 48% False False 9
40 1.0197 0.9232 0.0965 10.2% 0.0058 0.6% 26% False False 7
60 1.0359 0.9232 0.1127 11.9% 0.0040 0.4% 22% False False 5
80 1.0359 0.9232 0.1127 11.9% 0.0030 0.3% 22% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0180
2.618 0.9919
1.618 0.9759
1.000 0.9660
0.618 0.9599
HIGH 0.9500
0.618 0.9439
0.500 0.9420
0.382 0.9401
LOW 0.9340
0.618 0.9241
1.000 0.9180
1.618 0.9081
2.618 0.8921
4.250 0.8660
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 0.9463 0.9445
PP 0.9442 0.9406
S1 0.9420 0.9366

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

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