CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 0.9145 0.9166 0.0021 0.2% 0.8870
High 0.9183 0.9260 0.0077 0.8% 0.9158
Low 0.9110 0.9162 0.0052 0.6% 0.8864
Close 0.9172 0.9252 0.0080 0.9% 0.9130
Range 0.0073 0.0098 0.0025 34.2% 0.0294
ATR 0.0099 0.0099 0.0000 -0.1% 0.0000
Volume 22,463 32,111 9,648 43.0% 35,846
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9519 0.9483 0.9306
R3 0.9421 0.9385 0.9279
R2 0.9323 0.9323 0.9270
R1 0.9287 0.9287 0.9261 0.9305
PP 0.9225 0.9225 0.9225 0.9234
S1 0.9189 0.9189 0.9243 0.9207
S2 0.9127 0.9127 0.9234
S3 0.9029 0.9091 0.9225
S4 0.8931 0.8993 0.9198
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9933 0.9825 0.9292
R3 0.9639 0.9531 0.9211
R2 0.9345 0.9345 0.9184
R1 0.9237 0.9237 0.9157 0.9291
PP 0.9051 0.9051 0.9051 0.9078
S1 0.8943 0.8943 0.9103 0.8997
S2 0.8757 0.8757 0.9076
S3 0.8463 0.8649 0.9049
S4 0.8169 0.8355 0.8968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9260 0.8976 0.0284 3.1% 0.0098 1.1% 97% True False 17,068
10 0.9260 0.8830 0.0430 4.6% 0.0094 1.0% 98% True False 10,435
20 0.9260 0.8830 0.0430 4.6% 0.0094 1.0% 98% True False 5,552
40 0.9260 0.8769 0.0491 5.3% 0.0099 1.1% 98% True False 3,030
60 0.9502 0.8769 0.0733 7.9% 0.0105 1.1% 66% False False 2,070
80 0.9679 0.8769 0.0910 9.8% 0.0101 1.1% 53% False False 1,555
100 1.0197 0.8769 0.1428 15.4% 0.0087 0.9% 34% False False 1,245
120 1.0359 0.8769 0.1590 17.2% 0.0073 0.8% 30% False False 1,038
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9677
2.618 0.9517
1.618 0.9419
1.000 0.9358
0.618 0.9321
HIGH 0.9260
0.618 0.9223
0.500 0.9211
0.382 0.9199
LOW 0.9162
0.618 0.9101
1.000 0.9064
1.618 0.9003
2.618 0.8905
4.250 0.8746
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 0.9238 0.9221
PP 0.9225 0.9190
S1 0.9211 0.9159

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

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