CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 0.9268 0.9209 -0.0059 -0.6% 0.9145
High 0.9298 0.9216 -0.0082 -0.9% 0.9298
Low 0.9170 0.9167 -0.0003 0.0% 0.9110
Close 0.9211 0.9195 -0.0016 -0.2% 0.9195
Range 0.0128 0.0049 -0.0079 -61.7% 0.0188
ATR 0.0099 0.0095 -0.0004 -3.6% 0.0000
Volume 59,460 71,290 11,830 19.9% 229,864
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9340 0.9316 0.9222
R3 0.9291 0.9267 0.9208
R2 0.9242 0.9242 0.9204
R1 0.9218 0.9218 0.9199 0.9206
PP 0.9193 0.9193 0.9193 0.9186
S1 0.9169 0.9169 0.9191 0.9157
S2 0.9144 0.9144 0.9186
S3 0.9095 0.9120 0.9182
S4 0.9046 0.9071 0.9168
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9765 0.9668 0.9298
R3 0.9577 0.9480 0.9247
R2 0.9389 0.9389 0.9229
R1 0.9292 0.9292 0.9212 0.9341
PP 0.9201 0.9201 0.9201 0.9225
S1 0.9104 0.9104 0.9178 0.9153
S2 0.9013 0.9013 0.9161
S3 0.8825 0.8916 0.9143
S4 0.8637 0.8728 0.9092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9298 0.9110 0.0188 2.0% 0.0082 0.9% 45% False False 45,972
10 0.9298 0.8833 0.0465 5.1% 0.0094 1.0% 78% False False 27,533
20 0.9298 0.8830 0.0468 5.1% 0.0092 1.0% 78% False False 14,230
40 0.9298 0.8769 0.0529 5.8% 0.0097 1.1% 81% False False 7,400
60 0.9298 0.8769 0.0529 5.8% 0.0102 1.1% 81% False False 4,989
80 0.9663 0.8769 0.0894 9.7% 0.0102 1.1% 48% False False 3,746
100 1.0197 0.8769 0.1428 15.5% 0.0088 1.0% 30% False False 2,998
120 1.0359 0.8769 0.1590 17.3% 0.0075 0.8% 27% False False 2,499
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 63 trading days
Fibonacci Retracements and Extensions
4.250 0.9424
2.618 0.9344
1.618 0.9295
1.000 0.9265
0.618 0.9246
HIGH 0.9216
0.618 0.9197
0.500 0.9192
0.382 0.9186
LOW 0.9167
0.618 0.9137
1.000 0.9118
1.618 0.9088
2.618 0.9039
4.250 0.8959
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 0.9194 0.9233
PP 0.9193 0.9220
S1 0.9192 0.9208

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

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