CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 0.9408 0.9419 0.0011 0.1% 0.9387
High 0.9434 0.9446 0.0012 0.1% 0.9446
Low 0.9350 0.9392 0.0042 0.4% 0.9345
Close 0.9419 0.9430 0.0011 0.1% 0.9430
Range 0.0084 0.0054 -0.0030 -35.7% 0.0101
ATR 0.0084 0.0081 -0.0002 -2.5% 0.0000
Volume 86,904 59,339 -27,565 -31.7% 337,664
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9585 0.9561 0.9460
R3 0.9531 0.9507 0.9445
R2 0.9477 0.9477 0.9440
R1 0.9453 0.9453 0.9435 0.9465
PP 0.9423 0.9423 0.9423 0.9429
S1 0.9399 0.9399 0.9425 0.9411
S2 0.9369 0.9369 0.9420
S3 0.9315 0.9345 0.9415
S4 0.9261 0.9291 0.9400
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9710 0.9671 0.9486
R3 0.9609 0.9570 0.9458
R2 0.9508 0.9508 0.9449
R1 0.9469 0.9469 0.9439 0.9489
PP 0.9407 0.9407 0.9407 0.9417
S1 0.9368 0.9368 0.9421 0.9388
S2 0.9306 0.9306 0.9411
S3 0.9205 0.9267 0.9402
S4 0.9104 0.9166 0.9374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9446 0.9345 0.0101 1.1% 0.0065 0.7% 84% True False 67,532
10 0.9446 0.9235 0.0211 2.2% 0.0074 0.8% 92% True False 72,177
20 0.9476 0.9195 0.0281 3.0% 0.0084 0.9% 84% False False 73,030
40 0.9476 0.8830 0.0646 6.9% 0.0088 0.9% 93% False False 43,630
60 0.9476 0.8769 0.0707 7.5% 0.0093 1.0% 93% False False 29,277
80 0.9476 0.8769 0.0707 7.5% 0.0098 1.0% 93% False False 21,999
100 0.9663 0.8769 0.0894 9.5% 0.0098 1.0% 74% False False 17,603
120 1.0197 0.8769 0.1428 15.1% 0.0088 0.9% 46% False False 14,670
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9676
2.618 0.9587
1.618 0.9533
1.000 0.9500
0.618 0.9479
HIGH 0.9446
0.618 0.9425
0.500 0.9419
0.382 0.9413
LOW 0.9392
0.618 0.9359
1.000 0.9338
1.618 0.9305
2.618 0.9251
4.250 0.9163
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 0.9426 0.9419
PP 0.9423 0.9409
S1 0.9419 0.9398

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

View Archives - Comment on this page... - Back to Index of Symbols