CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 06-Aug-2013

Day Change Summary
	Previous	Current
	05-Aug-2013	06-Aug-2013	Change	Change %	Previous Week
Open	0.8834	0.8851	0.0017	0.2%	0.9200
High	0.8852	0.8924	0.0072	0.8%	0.9202
Low	0.8769	0.8837	0.0068	0.8%	0.8795
Close	0.8836	0.8909	0.0073	0.8%	0.8833
Range	0.0083	0.0087	0.0004	4.8%	0.0407
ATR	0.0109	0.0108	-0.0002	-1.4%	0.0000
Volume	412	435	23	5.6%	4,814

Daily Pivots for day following 06-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9151	0.9117	0.8957
R3	0.9064	0.9030	0.8933
R2	0.8977	0.8977	0.8925
R1	0.8943	0.8943	0.8917	0.8960
PP	0.8890	0.8890	0.8890	0.8899
S1	0.8856	0.8856	0.8901	0.8873
S2	0.8803	0.8803	0.8893
S3	0.8716	0.8769	0.8885
S4	0.8629	0.8682	0.8861

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0164	0.9906	0.9057
R3	0.9757	0.9499	0.8945
R2	0.9350	0.9350	0.8908
R1	0.9092	0.9092	0.8870	0.9018
PP	0.8943	0.8943	0.8943	0.8906
S1	0.8685	0.8685	0.8796	0.8611
S2	0.8536	0.8536	0.8758
S3	0.8129	0.8278	0.8721
S4	0.7722	0.7871	0.8609

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8981	0.8769	0.0212	2.4%	0.0095	1.1%	66%	False	False	1,086
10	0.9210	0.8769	0.0441	5.0%	0.0109	1.2%	32%	False	False	648
20	0.9210	0.8769	0.0441	5.0%	0.0110	1.2%	32%	False	False	407
40	0.9502	0.8769	0.0733	8.2%	0.0109	1.2%	19%	False	False	261
60	0.9812	0.8769	0.1043	11.7%	0.0098	1.1%	13%	False	False	176
80	1.0199	0.8769	0.1430	16.1%	0.0079	0.9%	10%	False	False	134
100	1.0359	0.8769	0.1590	17.8%	0.0064	0.7%	9%	False	False	107
120	1.0359	0.8769	0.1590	17.8%	0.0054	0.6%	9%	False	False	90

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9294
2.618	0.9152
1.618	0.9065
1.000	0.9011
0.618	0.8978
HIGH	0.8924
0.618	0.8891
0.500	0.8881
0.382	0.8870
LOW	0.8837
0.618	0.8783
1.000	0.8750
1.618	0.8696
2.618	0.8609
4.250	0.8467

Fisher Pivots for day following 06-Aug-2013
Pivot	1 day	3 day
R1	0.8900	0.8888
PP	0.8890	0.8867
S1	0.8881	0.8847

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