CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 0.8851 0.8903 0.0052 0.6% 0.9200
High 0.8924 0.8949 0.0025 0.3% 0.9202
Low 0.8837 0.8850 0.0013 0.1% 0.8795
Close 0.8909 0.8914 0.0005 0.1% 0.8833
Range 0.0087 0.0099 0.0012 13.8% 0.0407
ATR 0.0108 0.0107 -0.0001 -0.6% 0.0000
Volume 435 753 318 73.1% 4,814
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9201 0.9157 0.8968
R3 0.9102 0.9058 0.8941
R2 0.9003 0.9003 0.8932
R1 0.8959 0.8959 0.8923 0.8981
PP 0.8904 0.8904 0.8904 0.8916
S1 0.8860 0.8860 0.8905 0.8882
S2 0.8805 0.8805 0.8896
S3 0.8706 0.8761 0.8887
S4 0.8607 0.8662 0.8860
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 0.8949 0.8769 0.0180 2.0% 0.0090 1.0% 81% True False 794
10 0.9202 0.8769 0.0433 4.9% 0.0102 1.1% 33% False False 714
20 0.9210 0.8769 0.0441 4.9% 0.0109 1.2% 33% False False 436
40 0.9502 0.8769 0.0733 8.2% 0.0109 1.2% 20% False False 279
60 0.9775 0.8769 0.1006 11.3% 0.0099 1.1% 14% False False 189
80 1.0199 0.8769 0.1430 16.0% 0.0081 0.9% 10% False False 143
100 1.0359 0.8769 0.1590 17.8% 0.0065 0.7% 9% False False 114
120 1.0359 0.8769 0.1590 17.8% 0.0054 0.6% 9% False False 96
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9370
2.618 0.9208
1.618 0.9109
1.000 0.9048
0.618 0.9010
HIGH 0.8949
0.618 0.8911
0.500 0.8900
0.382 0.8888
LOW 0.8850
0.618 0.8789
1.000 0.8751
1.618 0.8690
2.618 0.8591
4.250 0.8429
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 0.8909 0.8896
PP 0.8904 0.8877
S1 0.8900 0.8859

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

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