CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 0.9127 0.9135 0.0008 0.1% 0.8947
High 0.9195 0.9135 -0.0060 -0.7% 0.9204
Low 0.9100 0.9050 -0.0050 -0.5% 0.8910
Close 0.9131 0.9076 -0.0055 -0.6% 0.8961
Range 0.0095 0.0085 -0.0010 -10.5% 0.0294
ATR 0.0117 0.0115 -0.0002 -1.9% 0.0000
Volume 240 152 -88 -36.7% 858
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9342 0.9294 0.9123
R3 0.9257 0.9209 0.9099
R2 0.9172 0.9172 0.9092
R1 0.9124 0.9124 0.9084 0.9106
PP 0.9087 0.9087 0.9087 0.9078
S1 0.9039 0.9039 0.9068 0.9021
S2 0.9002 0.9002 0.9060
S3 0.8917 0.8954 0.9053
S4 0.8832 0.8869 0.9029
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9907 0.9728 0.9123
R3 0.9613 0.9434 0.9042
R2 0.9319 0.9319 0.9015
R1 0.9140 0.9140 0.8988 0.9230
PP 0.9025 0.9025 0.9025 0.9070
S1 0.8846 0.8846 0.8934 0.8936
S2 0.8731 0.8731 0.8907
S3 0.8437 0.8552 0.8880
S4 0.8143 0.8258 0.8799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.8910 0.0285 3.1% 0.0117 1.3% 58% False False 190
10 0.9204 0.8910 0.0294 3.2% 0.0120 1.3% 56% False False 194
20 0.9233 0.8910 0.0323 3.6% 0.0113 1.2% 51% False False 166
40 0.9663 0.8910 0.0753 8.3% 0.0107 1.2% 22% False False 92
60 1.0197 0.8910 0.1287 14.2% 0.0083 0.9% 13% False False 63
80 1.0359 0.8910 0.1449 16.0% 0.0064 0.7% 11% False False 48
100 1.0359 0.8910 0.1449 16.0% 0.0051 0.6% 11% False False 39
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9496
2.618 0.9358
1.618 0.9273
1.000 0.9220
0.618 0.9188
HIGH 0.9135
0.618 0.9103
0.500 0.9093
0.382 0.9082
LOW 0.9050
0.618 0.8997
1.000 0.8965
1.618 0.8912
2.618 0.8827
4.250 0.8689
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 0.9093 0.9099
PP 0.9087 0.9091
S1 0.9082 0.9084

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

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