CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 0.9328 0.9376 0.0048 0.5% 0.9288
High 0.9406 0.9377 -0.0029 -0.3% 0.9476
Low 0.9317 0.9314 -0.0003 0.0% 0.9195
Close 0.9393 0.9343 -0.0050 -0.5% 0.9354
Range 0.0089 0.0063 -0.0026 -29.2% 0.0281
ATR 0.0101 0.0099 -0.0002 -1.5% 0.0000
Volume 59,943 66,601 6,658 11.1% 428,247
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9534 0.9501 0.9378
R3 0.9471 0.9438 0.9360
R2 0.9408 0.9408 0.9355
R1 0.9375 0.9375 0.9349 0.9360
PP 0.9345 0.9345 0.9345 0.9337
S1 0.9312 0.9312 0.9337 0.9297
S2 0.9282 0.9282 0.9331
S3 0.9219 0.9249 0.9326
S4 0.9156 0.9186 0.9308
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0185 1.0050 0.9509
R3 0.9904 0.9769 0.9431
R2 0.9623 0.9623 0.9406
R1 0.9488 0.9488 0.9380 0.9556
PP 0.9342 0.9342 0.9342 0.9375
S1 0.9207 0.9207 0.9328 0.9275
S2 0.9061 0.9061 0.9302
S3 0.8780 0.8926 0.9277
S4 0.8499 0.8645 0.9199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9476 0.9281 0.0195 2.1% 0.0105 1.1% 32% False False 82,253
10 0.9476 0.9167 0.0309 3.3% 0.0098 1.0% 57% False False 73,008
20 0.9476 0.8830 0.0646 6.9% 0.0096 1.0% 79% False False 41,721
40 0.9476 0.8769 0.0707 7.6% 0.0098 1.1% 81% False False 21,237
60 0.9476 0.8769 0.0707 7.6% 0.0102 1.1% 81% False False 14,218
80 0.9626 0.8769 0.0857 9.2% 0.0104 1.1% 67% False False 10,680
100 1.0192 0.8769 0.1423 15.2% 0.0095 1.0% 40% False False 8,546
120 1.0359 0.8769 0.1590 17.0% 0.0081 0.9% 36% False False 7,122
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 0.0021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9645
2.618 0.9542
1.618 0.9479
1.000 0.9440
0.618 0.9416
HIGH 0.9377
0.618 0.9353
0.500 0.9346
0.382 0.9338
LOW 0.9314
0.618 0.9275
1.000 0.9251
1.618 0.9212
2.618 0.9149
4.250 0.9046
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 0.9346 0.9360
PP 0.9345 0.9354
S1 0.9344 0.9349

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

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