CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 0.9288 0.9262 -0.0026 -0.3% 0.9145
High 0.9331 0.9311 -0.0020 -0.2% 0.9298
Low 0.9195 0.9231 0.0036 0.4% 0.9110
Close 0.9253 0.9300 0.0047 0.5% 0.9195
Range 0.0136 0.0080 -0.0056 -41.2% 0.0188
ATR 0.0098 0.0097 -0.0001 -1.3% 0.0000
Volume 78,846 64,679 -14,167 -18.0% 229,864
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9521 0.9490 0.9344
R3 0.9441 0.9410 0.9322
R2 0.9361 0.9361 0.9315
R1 0.9330 0.9330 0.9307 0.9346
PP 0.9281 0.9281 0.9281 0.9288
S1 0.9250 0.9250 0.9293 0.9266
S2 0.9201 0.9201 0.9285
S3 0.9121 0.9170 0.9278
S4 0.9041 0.9090 0.9256
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 0.9331 0.9167 0.0164 1.8% 0.0091 1.0% 81% False False 63,763
10 0.9331 0.8976 0.0355 3.8% 0.0095 1.0% 91% False False 40,415
20 0.9331 0.8830 0.0501 5.4% 0.0092 1.0% 94% False False 21,362
40 0.9331 0.8769 0.0562 6.0% 0.0099 1.1% 94% False False 10,981
60 0.9331 0.8769 0.0562 6.0% 0.0102 1.1% 94% False False 7,374
80 0.9626 0.8769 0.0857 9.2% 0.0102 1.1% 62% False False 5,540
100 1.0197 0.8769 0.1428 15.4% 0.0090 1.0% 37% False False 4,433
120 1.0359 0.8769 0.1590 17.1% 0.0077 0.8% 33% False False 3,695
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9651
2.618 0.9520
1.618 0.9440
1.000 0.9391
0.618 0.9360
HIGH 0.9311
0.618 0.9280
0.500 0.9271
0.382 0.9262
LOW 0.9231
0.618 0.9182
1.000 0.9151
1.618 0.9102
2.618 0.9022
4.250 0.8891
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 0.9290 0.9283
PP 0.9281 0.9266
S1 0.9271 0.9249

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

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