CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 14-Aug-2013

Day Change Summary
	Previous	Current
	13-Aug-2013	14-Aug-2013	Change	Change %	Previous Week
Open	0.9054	0.9028	-0.0026	-0.3%	0.8834
High	0.9075	0.9086	0.0011	0.1%	0.9140
Low	0.9006	0.9011	0.0005	0.1%	0.8769
Close	0.9030	0.9070	0.0040	0.4%	0.9140
Range	0.0069	0.0075	0.0006	8.7%	0.0371
ATR	0.0107	0.0105	-0.0002	-2.1%	0.0000
Volume	414	331	-83	-20.0%	2,679

Daily Pivots for day following 14-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9281	0.9250	0.9111
R3	0.9206	0.9175	0.9091
R2	0.9131	0.9131	0.9084
R1	0.9100	0.9100	0.9077	0.9116
PP	0.9056	0.9056	0.9056	0.9063
S1	0.9025	0.9025	0.9063	0.9041
S2	0.8981	0.8981	0.9056
S3	0.8906	0.8950	0.9049
S4	0.8831	0.8875	0.9029

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	0.8888	0.0257	2.8%	0.0101	1.1%	71%	False	False	558
10	0.9145	0.8769	0.0376	4.1%	0.0095	1.1%	80%	False	False	676
20	0.9210	0.8769	0.0441	4.9%	0.0100	1.1%	68%	False	False	528
40	0.9424	0.8769	0.0655	7.2%	0.0110	1.2%	46%	False	False	348
60	0.9673	0.8769	0.0904	10.0%	0.0104	1.1%	33%	False	False	235
80	1.0197	0.8769	0.1428	15.7%	0.0087	1.0%	21%	False	False	178
100	1.0359	0.8769	0.1590	17.5%	0.0070	0.8%	19%	False	False	142
120	1.0359	0.8769	0.1590	17.5%	0.0059	0.6%	19%	False	False	119

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9405
2.618	0.9282
1.618	0.9207
1.000	0.9161
0.618	0.9132
HIGH	0.9086
0.618	0.9057
0.500	0.9049
0.382	0.9040
LOW	0.9011
0.618	0.8965
1.000	0.8936
1.618	0.8890
2.618	0.8815
4.250	0.8692

Fisher Pivots for day following 14-Aug-2013
Pivot	1 day	3 day
R1	0.9063	0.9076
PP	0.9056	0.9074
S1	0.9049	0.9072

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