CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 0.9376 0.9337 -0.0039 -0.4% 0.9288
High 0.9377 0.9344 -0.0033 -0.4% 0.9476
Low 0.9314 0.9289 -0.0025 -0.3% 0.9195
Close 0.9343 0.9313 -0.0030 -0.3% 0.9354
Range 0.0063 0.0055 -0.0008 -12.7% 0.0281
ATR 0.0099 0.0096 -0.0003 -3.2% 0.0000
Volume 66,601 64,112 -2,489 -3.7% 428,247
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9480 0.9452 0.9343
R3 0.9425 0.9397 0.9328
R2 0.9370 0.9370 0.9323
R1 0.9342 0.9342 0.9318 0.9329
PP 0.9315 0.9315 0.9315 0.9309
S1 0.9287 0.9287 0.9308 0.9274
S2 0.9260 0.9260 0.9303
S3 0.9205 0.9232 0.9298
S4 0.9150 0.9177 0.9283
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 0.9471 0.9289 0.0182 2.0% 0.0077 0.8% 13% False True 74,661
10 0.9476 0.9167 0.0309 3.3% 0.0097 1.0% 47% False False 74,965
20 0.9476 0.8830 0.0646 6.9% 0.0094 1.0% 75% False False 44,887
40 0.9476 0.8769 0.0707 7.6% 0.0096 1.0% 77% False False 22,837
60 0.9476 0.8769 0.0707 7.6% 0.0101 1.1% 77% False False 15,285
80 0.9578 0.8769 0.0809 8.7% 0.0104 1.1% 67% False False 11,481
100 1.0090 0.8769 0.1321 14.2% 0.0095 1.0% 41% False False 9,187
120 1.0359 0.8769 0.1590 17.1% 0.0081 0.9% 34% False False 7,656
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9578
2.618 0.9488
1.618 0.9433
1.000 0.9399
0.618 0.9378
HIGH 0.9344
0.618 0.9323
0.500 0.9317
0.382 0.9310
LOW 0.9289
0.618 0.9255
1.000 0.9234
1.618 0.9200
2.618 0.9145
4.250 0.9055
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 0.9317 0.9348
PP 0.9315 0.9336
S1 0.9314 0.9325

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

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