CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 29-Aug-2013

Day Change Summary
	Previous	Current
	28-Aug-2013	29-Aug-2013	Change	Change %	Previous Week
Open	0.8918	0.8878	-0.0040	-0.4%	0.9128
High	0.8918	0.8917	-0.0001	0.0%	0.9159
Low	0.8830	0.8856	0.0026	0.3%	0.8865
Close	0.8880	0.8872	-0.0008	-0.1%	0.8967
Range	0.0088	0.0061	-0.0027	-30.7%	0.0294
ATR	0.0100	0.0098	-0.0003	-2.8%	0.0000
Volume	1,536	1,976	440	28.6%	3,729

Daily Pivots for day following 29-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9065	0.9029	0.8906
R3	0.9004	0.8968	0.8889
R2	0.8943	0.8943	0.8883
R1	0.8907	0.8907	0.8878	0.8895
PP	0.8882	0.8882	0.8882	0.8875
S1	0.8846	0.8846	0.8866	0.8834
S2	0.8821	0.8821	0.8861
S3	0.8760	0.8785	0.8855
S4	0.8699	0.8724	0.8838

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9879	0.9717	0.9129
R3	0.9585	0.9423	0.9048
R2	0.9291	0.9291	0.9021
R1	0.9129	0.9129	0.8994	0.9063
PP	0.8997	0.8997	0.8997	0.8964
S1	0.8835	0.8835	0.8940	0.8769
S2	0.8703	0.8703	0.8913
S3	0.8409	0.8541	0.8886
S4	0.8115	0.8247	0.8805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9005	0.8830	0.0175	2.0%	0.0075	0.8%	24%	False	False	1,360
10	0.9159	0.8830	0.0329	3.7%	0.0090	1.0%	13%	False	False	928
20	0.9159	0.8769	0.0390	4.4%	0.0095	1.1%	26%	False	False	778
40	0.9210	0.8769	0.0441	5.0%	0.0104	1.2%	23%	False	False	565
60	0.9551	0.8769	0.0782	8.8%	0.0107	1.2%	13%	False	False	405
80	1.0033	0.8769	0.1264	14.2%	0.0096	1.1%	8%	False	False	306
100	1.0359	0.8769	0.1590	17.9%	0.0080	0.9%	6%	False	False	245
120	1.0359	0.8769	0.1590	17.9%	0.0067	0.8%	6%	False	False	204

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.9176
2.618	0.9077
1.618	0.9016
1.000	0.8978
0.618	0.8955
HIGH	0.8917
0.618	0.8894
0.500	0.8887
0.382	0.8879
LOW	0.8856
0.618	0.8818
1.000	0.8795
1.618	0.8757
2.618	0.8696
4.250	0.8597

Fisher Pivots for day following 29-Aug-2013
Pivot	1 day	3 day
R1	0.8887	0.8898
PP	0.8882	0.8889
S1	0.8877	0.8881

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