CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 08-Aug-2013

Day Change Summary
	Previous	Current
	07-Aug-2013	08-Aug-2013	Change	Change %	Previous Week
Open	0.8903	0.8917	0.0014	0.2%	0.9200
High	0.8949	0.9050	0.0101	1.1%	0.9202
Low	0.8850	0.8888	0.0038	0.4%	0.8795
Close	0.8914	0.9046	0.0132	1.5%	0.8833
Range	0.0099	0.0162	0.0063	63.6%	0.0407
ATR	0.0107	0.0111	0.0004	3.6%	0.0000
Volume	753	484	-269	-35.7%	4,814

Daily Pivots for day following 08-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9481	0.9425	0.9135
R3	0.9319	0.9263	0.9091
R2	0.9157	0.9157	0.9076
R1	0.9101	0.9101	0.9061	0.9129
PP	0.8995	0.8995	0.8995	0.9009
S1	0.8939	0.8939	0.9031	0.8967
S2	0.8833	0.8833	0.9016
S3	0.8671	0.8777	0.9001
S4	0.8509	0.8615	0.8957

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	0.9050	0.8769	0.0281	3.1%	0.0106	1.2%	99%	True	False	600
10	0.9202	0.8769	0.0433	4.8%	0.0105	1.2%	64%	False	False	720
20	0.9210	0.8769	0.0441	4.9%	0.0108	1.2%	63%	False	False	453
40	0.9502	0.8769	0.0733	8.1%	0.0111	1.2%	38%	False	False	291
60	0.9758	0.8769	0.0989	10.9%	0.0101	1.1%	28%	False	False	197
80	1.0197	0.8769	0.1428	15.8%	0.0083	0.9%	19%	False	False	149
100	1.0359	0.8769	0.1590	17.6%	0.0067	0.7%	17%	False	False	119
120	1.0359	0.8769	0.1590	17.6%	0.0056	0.6%	17%	False	False	100

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	0.0017
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9739
2.618	0.9474
1.618	0.9312
1.000	0.9212
0.618	0.9150
HIGH	0.9050
0.618	0.8988
0.500	0.8969
0.382	0.8950
LOW	0.8888
0.618	0.8788
1.000	0.8726
1.618	0.8626
2.618	0.8464
4.250	0.8200

Fisher Pivots for day following 08-Aug-2013
Pivot	1 day	3 day
R1	0.9020	0.9012
PP	0.8995	0.8978
S1	0.8969	0.8944

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