CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 0.9034 0.8986 -0.0048 -0.5% 0.9018
High 0.9059 0.9070 0.0011 0.1% 0.9137
Low 0.8953 0.8950 -0.0003 0.0% 0.8950
Close 0.8981 0.8962 -0.0019 -0.2% 0.8962
Range 0.0106 0.0120 0.0014 13.2% 0.0187
ATR 0.0109 0.0110 0.0001 0.7% 0.0000
Volume 120 332 212 176.7% 699
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9354 0.9278 0.9028
R3 0.9234 0.9158 0.8995
R2 0.9114 0.9114 0.8984
R1 0.9038 0.9038 0.8973 0.9016
PP 0.8994 0.8994 0.8994 0.8983
S1 0.8918 0.8918 0.8951 0.8896
S2 0.8874 0.8874 0.8940
S3 0.8754 0.8798 0.8929
S4 0.8634 0.8678 0.8896
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9577 0.9457 0.9065
R3 0.9390 0.9270 0.9013
R2 0.9203 0.9203 0.8996
R1 0.9083 0.9083 0.8979 0.9050
PP 0.9016 0.9016 0.9016 0.9000
S1 0.8896 0.8896 0.8945 0.8863
S2 0.8829 0.8829 0.8928
S3 0.8642 0.8709 0.8911
S4 0.8455 0.8522 0.8859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9159 0.8950 0.0209 2.3% 0.0119 1.3% 6% False True 151
10 0.9233 0.8950 0.0283 3.2% 0.0103 1.1% 4% False True 157
20 0.9502 0.8950 0.0552 6.2% 0.0108 1.2% 2% False True 99
40 1.0000 0.8950 0.1050 11.7% 0.0091 1.0% 1% False True 53
60 1.0359 0.8950 0.1409 15.7% 0.0066 0.7% 1% False True 37
80 1.0359 0.8950 0.1409 15.7% 0.0050 0.6% 1% False True 28
100 1.0359 0.8950 0.1409 15.7% 0.0040 0.5% 1% False True 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9580
2.618 0.9384
1.618 0.9264
1.000 0.9190
0.618 0.9144
HIGH 0.9070
0.618 0.9024
0.500 0.9010
0.382 0.8996
LOW 0.8950
0.618 0.8876
1.000 0.8830
1.618 0.8756
2.618 0.8636
4.250 0.8440
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 0.9010 0.9043
PP 0.8994 0.9016
S1 0.8978 0.8989

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

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