CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 0.8986 0.8947 -0.0039 -0.4% 0.9018
High 0.9070 0.9042 -0.0028 -0.3% 0.9137
Low 0.8950 0.8945 -0.0005 -0.1% 0.8950
Close 0.8962 0.9040 0.0078 0.9% 0.8962
Range 0.0120 0.0097 -0.0023 -19.2% 0.0187
ATR 0.0110 0.0109 -0.0001 -0.8% 0.0000
Volume 332 240 -92 -27.7% 699
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9300 0.9267 0.9093
R3 0.9203 0.9170 0.9067
R2 0.9106 0.9106 0.9058
R1 0.9073 0.9073 0.9049 0.9090
PP 0.9009 0.9009 0.9009 0.9017
S1 0.8976 0.8976 0.9031 0.8993
S2 0.8912 0.8912 0.9022
S3 0.8815 0.8879 0.9013
S4 0.8718 0.8782 0.8987
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 0.9137 0.8945 0.0192 2.1% 0.0109 1.2% 49% False True 187
10 0.9233 0.8945 0.0288 3.2% 0.0106 1.2% 33% False True 155
20 0.9502 0.8945 0.0557 6.2% 0.0107 1.2% 17% False True 110
40 0.9947 0.8945 0.1002 11.1% 0.0092 1.0% 9% False True 59
60 1.0330 0.8945 0.1385 15.3% 0.0068 0.8% 7% False True 41
80 1.0359 0.8945 0.1414 15.6% 0.0051 0.6% 7% False True 31
100 1.0359 0.8945 0.1414 15.6% 0.0041 0.5% 7% False True 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9454
2.618 0.9296
1.618 0.9199
1.000 0.9139
0.618 0.9102
HIGH 0.9042
0.618 0.9005
0.500 0.8994
0.382 0.8982
LOW 0.8945
0.618 0.8885
1.000 0.8848
1.618 0.8788
2.618 0.8691
4.250 0.8533
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 0.9025 0.9029
PP 0.9009 0.9018
S1 0.8994 0.9008

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

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