CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 0.8998 0.9104 0.0106 1.2% 0.8967
High 0.9126 0.9128 0.0002 0.0% 0.9005
Low 0.8976 0.9057 0.0081 0.9% 0.8830
Close 0.9107 0.9061 -0.0046 -0.5% 0.8840
Range 0.0150 0.0071 -0.0079 -52.7% 0.0175
ATR 0.0104 0.0102 -0.0002 -2.3% 0.0000
Volume 12,722 8,482 -4,240 -33.3% 14,734
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9295 0.9249 0.9100
R3 0.9224 0.9178 0.9081
R2 0.9153 0.9153 0.9074
R1 0.9107 0.9107 0.9068 0.9095
PP 0.9082 0.9082 0.9082 0.9076
S1 0.9036 0.9036 0.9054 0.9024
S2 0.9011 0.9011 0.9048
S3 0.8940 0.8965 0.9041
S4 0.8869 0.8894 0.9022
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9417 0.9303 0.8936
R3 0.9242 0.9128 0.8888
R2 0.9067 0.9067 0.8872
R1 0.8953 0.8953 0.8856 0.8923
PP 0.8892 0.8892 0.8892 0.8876
S1 0.8778 0.8778 0.8824 0.8748
S2 0.8717 0.8717 0.8808
S3 0.8542 0.8603 0.8792
S4 0.8367 0.8428 0.8744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9128 0.8833 0.0295 3.3% 0.0098 1.1% 77% True False 7,575
10 0.9128 0.8830 0.0298 3.3% 0.0092 1.0% 78% True False 4,348
20 0.9159 0.8830 0.0329 3.6% 0.0098 1.1% 70% False False 2,448
40 0.9210 0.8769 0.0441 4.9% 0.0103 1.1% 66% False False 1,442
60 0.9502 0.8769 0.0733 8.1% 0.0105 1.2% 40% False False 1,002
80 0.9775 0.8769 0.1006 11.1% 0.0099 1.1% 29% False False 754
100 1.0199 0.8769 0.1430 15.8% 0.0084 0.9% 20% False False 604
120 1.0359 0.8769 0.1590 17.5% 0.0071 0.8% 18% False False 503
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9430
2.618 0.9314
1.618 0.9243
1.000 0.9199
0.618 0.9172
HIGH 0.9128
0.618 0.9101
0.500 0.9093
0.382 0.9084
LOW 0.9057
0.618 0.9013
1.000 0.8986
1.618 0.8942
2.618 0.8871
4.250 0.8755
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 0.9093 0.9039
PP 0.9082 0.9018
S1 0.9072 0.8996

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

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