CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 0.9032 0.9116 0.0084 0.9% 0.8834
High 0.9140 0.9145 0.0005 0.1% 0.9140
Low 0.9024 0.9064 0.0040 0.4% 0.8769
Close 0.9140 0.9082 -0.0058 -0.6% 0.9140
Range 0.0116 0.0081 -0.0035 -30.2% 0.0371
ATR 0.0111 0.0109 -0.0002 -2.0% 0.0000
Volume 595 968 373 62.7% 2,679
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9340 0.9292 0.9127
R3 0.9259 0.9211 0.9104
R2 0.9178 0.9178 0.9097
R1 0.9130 0.9130 0.9089 0.9114
PP 0.9097 0.9097 0.9097 0.9089
S1 0.9049 0.9049 0.9075 0.9033
S2 0.9016 0.9016 0.9067
S3 0.8935 0.8968 0.9060
S4 0.8854 0.8887 0.9037
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0129 1.0006 0.9344
R3 0.9758 0.9635 0.9242
R2 0.9387 0.9387 0.9208
R1 0.9264 0.9264 0.9174 0.9326
PP 0.9016 0.9016 0.9016 0.9047
S1 0.8893 0.8893 0.9106 0.8955
S2 0.8645 0.8645 0.9072
S3 0.8274 0.8522 0.9038
S4 0.7903 0.8151 0.8936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9145 0.8837 0.0308 3.4% 0.0109 1.2% 80% True False 647
10 0.9145 0.8769 0.0376 4.1% 0.0109 1.2% 83% True False 834
20 0.9210 0.8769 0.0441 4.9% 0.0105 1.2% 71% False False 509
40 0.9502 0.8769 0.0733 8.1% 0.0111 1.2% 43% False False 329
60 0.9679 0.8769 0.0910 10.0% 0.0103 1.1% 34% False False 223
80 1.0197 0.8769 0.1428 15.7% 0.0085 0.9% 22% False False 168
100 1.0359 0.8769 0.1590 17.5% 0.0069 0.8% 20% False False 135
120 1.0359 0.8769 0.1590 17.5% 0.0057 0.6% 20% False False 113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9489
2.618 0.9357
1.618 0.9276
1.000 0.9226
0.618 0.9195
HIGH 0.9145
0.618 0.9114
0.500 0.9105
0.382 0.9095
LOW 0.9064
0.618 0.9014
1.000 0.8983
1.618 0.8933
2.618 0.8852
4.250 0.8720
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 0.9105 0.9060
PP 0.9097 0.9038
S1 0.9090 0.9017

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

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