CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 0.9150 0.9170 0.0020 0.2% 0.9500
High 0.9233 0.9222 -0.0011 -0.1% 0.9502
Low 0.9145 0.9156 0.0011 0.1% 0.9050
Close 0.9153 0.9168 0.0015 0.2% 0.9133
Range 0.0088 0.0066 -0.0022 -25.0% 0.0452
ATR 0.0108 0.0105 -0.0003 -2.6% 0.0000
Volume 152 167 15 9.9% 589
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9380 0.9340 0.9204
R3 0.9314 0.9274 0.9186
R2 0.9248 0.9248 0.9180
R1 0.9208 0.9208 0.9174 0.9195
PP 0.9182 0.9182 0.9182 0.9176
S1 0.9142 0.9142 0.9162 0.9129
S2 0.9116 0.9116 0.9156
S3 0.9050 0.9076 0.9150
S4 0.8984 0.9010 0.9132
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 0.9233 0.9035 0.0198 2.2% 0.0086 0.9% 67% False False 163
10 0.9502 0.9035 0.0467 5.1% 0.0103 1.1% 28% False False 116
20 0.9626 0.9035 0.0591 6.4% 0.0108 1.2% 23% False False 63
40 1.0192 0.9035 0.1157 12.6% 0.0079 0.9% 11% False False 36
60 1.0359 0.9035 0.1324 14.4% 0.0057 0.6% 10% False False 24
80 1.0359 0.9035 0.1324 14.4% 0.0043 0.5% 10% False False 18
100 1.0359 0.9035 0.1324 14.4% 0.0034 0.4% 10% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9503
2.618 0.9395
1.618 0.9329
1.000 0.9288
0.618 0.9263
HIGH 0.9222
0.618 0.9197
0.500 0.9189
0.382 0.9181
LOW 0.9156
0.618 0.9115
1.000 0.9090
1.618 0.9049
2.618 0.8983
4.250 0.8876
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 0.9189 0.9170
PP 0.9182 0.9169
S1 0.9175 0.9169

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

View Archives - Comment on this page... - Back to Index of Symbols