CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 0.9062 0.9129 0.0067 0.7% 0.9018
High 0.9132 0.9204 0.0072 0.8% 0.9137
Low 0.9012 0.9032 0.0020 0.2% 0.8950
Close 0.9016 0.9079 0.0063 0.7% 0.8962
Range 0.0120 0.0172 0.0052 43.3% 0.0187
ATR 0.0109 0.0115 0.0006 5.2% 0.0000
Volume 168 156 -12 -7.1% 699
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9621 0.9522 0.9174
R3 0.9449 0.9350 0.9126
R2 0.9277 0.9277 0.9111
R1 0.9178 0.9178 0.9095 0.9142
PP 0.9105 0.9105 0.9105 0.9087
S1 0.9006 0.9006 0.9063 0.8970
S2 0.8933 0.8933 0.9047
S3 0.8761 0.8834 0.9032
S4 0.8589 0.8662 0.8984
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 0.9204 0.8945 0.0259 2.9% 0.0122 1.3% 52% True False 197
10 0.9222 0.8945 0.0277 3.1% 0.0115 1.3% 48% False False 157
20 0.9502 0.8945 0.0557 6.1% 0.0114 1.3% 24% False False 129
40 0.9758 0.8945 0.0813 9.0% 0.0098 1.1% 16% False False 69
60 1.0197 0.8945 0.1252 13.8% 0.0074 0.8% 11% False False 48
80 1.0359 0.8945 0.1414 15.6% 0.0056 0.6% 9% False False 36
100 1.0359 0.8945 0.1414 15.6% 0.0045 0.5% 9% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9935
2.618 0.9654
1.618 0.9482
1.000 0.9376
0.618 0.9310
HIGH 0.9204
0.618 0.9138
0.500 0.9118
0.382 0.9098
LOW 0.9032
0.618 0.8926
1.000 0.8860
1.618 0.8754
2.618 0.8582
4.250 0.8301
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 0.9118 0.9101
PP 0.9105 0.9094
S1 0.9092 0.9086

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

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