CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 0.9166 0.9087 -0.0079 -0.9% 0.9500
High 0.9199 0.9136 -0.0063 -0.7% 0.9502
Low 0.9050 0.9075 0.0025 0.3% 0.9050
Close 0.9059 0.9133 0.0074 0.8% 0.9133
Range 0.0149 0.0061 -0.0088 -59.1% 0.0452
ATR 0.0112 0.0110 -0.0003 -2.2% 0.0000
Volume 150 258 108 72.0% 589
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9298 0.9276 0.9167
R3 0.9237 0.9215 0.9150
R2 0.9176 0.9176 0.9144
R1 0.9154 0.9154 0.9139 0.9165
PP 0.9115 0.9115 0.9115 0.9120
S1 0.9093 0.9093 0.9127 0.9104
S2 0.9054 0.9054 0.9122
S3 0.8993 0.9032 0.9116
S4 0.8932 0.8971 0.9099
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0584 1.0311 0.9382
R3 1.0132 0.9859 0.9257
R2 0.9680 0.9680 0.9216
R1 0.9407 0.9407 0.9174 0.9318
PP 0.9228 0.9228 0.9228 0.9184
S1 0.8955 0.8955 0.9092 0.8866
S2 0.8776 0.8776 0.9050
S3 0.8324 0.8503 0.9009
S4 0.7872 0.8051 0.8884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9502 0.9050 0.0452 4.9% 0.0124 1.4% 18% False False 117
10 0.9502 0.9050 0.0452 4.9% 0.0108 1.2% 18% False False 66
20 0.9626 0.9050 0.0576 6.3% 0.0100 1.1% 14% False False 36
40 1.0197 0.9050 0.1147 12.6% 0.0072 0.8% 7% False False 22
60 1.0359 0.9050 0.1309 14.3% 0.0051 0.6% 6% False False 15
80 1.0359 0.9050 0.1309 14.3% 0.0039 0.4% 6% False False 12
100 1.0359 0.9050 0.1309 14.3% 0.0031 0.3% 6% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9395
2.618 0.9296
1.618 0.9235
1.000 0.9197
0.618 0.9174
HIGH 0.9136
0.618 0.9113
0.500 0.9106
0.382 0.9098
LOW 0.9075
0.618 0.9037
1.000 0.9014
1.618 0.8976
2.618 0.8915
4.250 0.8816
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 0.9124 0.9237
PP 0.9115 0.9202
S1 0.9106 0.9168

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

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