CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	0.9200	0.9120	-0.0080	-0.9%	0.9093
High	0.9202	0.9120	-0.0082	-0.9%	0.9210
Low	0.9103	0.8964	-0.0139	-1.5%	0.9042
Close	0.9117	0.8981	-0.0136	-1.5%	0.9173
Range	0.0099	0.0156	0.0057	57.6%	0.0168
ATR	0.0109	0.0113	0.0003	3.0%	0.0000
Volume	118	111	-7	-5.9%	1,069

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9490	0.9391	0.9067
R3	0.9334	0.9235	0.9024
R2	0.9178	0.9178	0.9010
R1	0.9079	0.9079	0.8995	0.9051
PP	0.9022	0.9022	0.9022	0.9007
S1	0.8923	0.8923	0.8967	0.8895
S2	0.8866	0.8866	0.8952
S3	0.8710	0.8767	0.8938
S4	0.8554	0.8611	0.8895

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9646	0.9577	0.9265
R3	0.9478	0.9409	0.9219
R2	0.9310	0.9310	0.9204
R1	0.9241	0.9241	0.9188	0.9276
PP	0.9142	0.9142	0.9142	0.9159
S1	0.9073	0.9073	0.9158	0.9108
S2	0.8974	0.8974	0.9142
S3	0.8806	0.8905	0.9127
S4	0.8638	0.8737	0.9081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9210	0.8964	0.0246	2.7%	0.0123	1.4%	7%	False	True	210
10	0.9210	0.8964	0.0246	2.7%	0.0102	1.1%	7%	False	True	183
20	0.9210	0.8910	0.0300	3.3%	0.0112	1.3%	24%	False	False	181
40	0.9578	0.8910	0.0668	7.4%	0.0111	1.2%	11%	False	False	126
60	1.0090	0.8910	0.1180	13.1%	0.0094	1.0%	6%	False	False	87
80	1.0359	0.8910	0.1449	16.1%	0.0074	0.8%	5%	False	False	66
100	1.0359	0.8910	0.1449	16.1%	0.0059	0.7%	5%	False	False	53
120	1.0359	0.8910	0.1449	16.1%	0.0050	0.6%	5%	False	False	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9783
2.618	0.9528
1.618	0.9372
1.000	0.9276
0.618	0.9216
HIGH	0.9120
0.618	0.9060
0.500	0.9042
0.382	0.9024
LOW	0.8964
0.618	0.8868
1.000	0.8808
1.618	0.8712
2.618	0.8556
4.250	0.8301

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	0.9042	0.9083
PP	0.9022	0.9049
S1	0.9001	0.9015

Download as Excel Spreadsheet

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

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