CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 0.9403 0.9351 -0.0052 -0.6% 0.9300
High 0.9408 0.9424 0.0016 0.2% 0.9500
Low 0.9334 0.9180 -0.0154 -1.6% 0.9232
Close 0.9374 0.9225 -0.0149 -1.6% 0.9482
Range 0.0074 0.0244 0.0170 229.7% 0.0268
ATR 0.0097 0.0107 0.0011 10.8% 0.0000
Volume 3 172 169 5,633.3% 73
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0008 0.9861 0.9359
R3 0.9764 0.9617 0.9292
R2 0.9520 0.9520 0.9270
R1 0.9373 0.9373 0.9247 0.9325
PP 0.9276 0.9276 0.9276 0.9252
S1 0.9129 0.9129 0.9203 0.9081
S2 0.9032 0.9032 0.9180
S3 0.8788 0.8885 0.9158
S4 0.8544 0.8641 0.9091
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0209 1.0113 0.9629
R3 0.9941 0.9845 0.9556
R2 0.9673 0.9673 0.9531
R1 0.9577 0.9577 0.9507 0.9625
PP 0.9405 0.9405 0.9405 0.9429
S1 0.9309 0.9309 0.9457 0.9357
S2 0.9137 0.9137 0.9433
S3 0.8869 0.9041 0.9408
S4 0.8601 0.8773 0.9335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9502 0.9180 0.0322 3.5% 0.0122 1.3% 14% False True 42
10 0.9551 0.9180 0.0371 4.0% 0.0122 1.3% 12% False True 28
20 0.9663 0.9180 0.0483 5.2% 0.0102 1.1% 9% False True 18
40 1.0197 0.9180 0.1017 11.0% 0.0068 0.7% 4% False True 12
60 1.0359 0.9180 0.1179 12.8% 0.0047 0.5% 4% False True 8
80 1.0359 0.9180 0.1179 12.8% 0.0036 0.4% 4% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 1.0461
2.618 1.0063
1.618 0.9819
1.000 0.9668
0.618 0.9575
HIGH 0.9424
0.618 0.9331
0.500 0.9302
0.382 0.9273
LOW 0.9180
0.618 0.9029
1.000 0.8936
1.618 0.8785
2.618 0.8541
4.250 0.8143
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 0.9302 0.9341
PP 0.9276 0.9302
S1 0.9251 0.9264

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

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