CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 0.9096 0.9156 0.0060 0.7% 0.9500
High 0.9180 0.9176 -0.0004 0.0% 0.9502
Low 0.9035 0.9107 0.0072 0.8% 0.9050
Close 0.9159 0.9150 -0.0009 -0.1% 0.9133
Range 0.0145 0.0069 -0.0076 -52.4% 0.0452
ATR 0.0112 0.0109 -0.0003 -2.8% 0.0000
Volume 146 92 -54 -37.0% 589
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9351 0.9320 0.9188
R3 0.9282 0.9251 0.9169
R2 0.9213 0.9213 0.9163
R1 0.9182 0.9182 0.9156 0.9163
PP 0.9144 0.9144 0.9144 0.9135
S1 0.9113 0.9113 0.9144 0.9094
S2 0.9075 0.9075 0.9137
S3 0.9006 0.9044 0.9131
S4 0.8937 0.8975 0.9112
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 0.9424 0.9035 0.0389 4.3% 0.0134 1.5% 30% False False 163
10 0.9502 0.9035 0.0467 5.1% 0.0112 1.2% 25% False False 86
20 0.9626 0.9035 0.0591 6.5% 0.0106 1.2% 19% False False 47
40 1.0197 0.9035 0.1162 12.7% 0.0078 0.8% 10% False False 28
60 1.0359 0.9035 0.1324 14.5% 0.0054 0.6% 9% False False 19
80 1.0359 0.9035 0.1324 14.5% 0.0041 0.5% 9% False False 15
100 1.0359 0.9035 0.1324 14.5% 0.0033 0.4% 9% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9469
2.618 0.9357
1.618 0.9288
1.000 0.9245
0.618 0.9219
HIGH 0.9176
0.618 0.9150
0.500 0.9142
0.382 0.9133
LOW 0.9107
0.618 0.9064
1.000 0.9038
1.618 0.8995
2.618 0.8926
4.250 0.8814
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 0.9147 0.9136
PP 0.9144 0.9122
S1 0.9142 0.9108

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

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