CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 0.9542 0.9452 -0.0090 -0.9% 0.9632
High 0.9549 0.9487 -0.0062 -0.6% 0.9725
Low 0.9443 0.9412 -0.0031 -0.3% 0.9539
Close 0.9452 0.9438 -0.0014 -0.1% 0.9552
Range 0.0106 0.0075 -0.0031 -29.2% 0.0186
ATR 0.0084 0.0083 -0.0001 -0.7% 0.0000
Volume 83,887 81,174 -2,713 -3.2% 380,305
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9671 0.9629 0.9479
R3 0.9596 0.9554 0.9459
R2 0.9521 0.9521 0.9452
R1 0.9479 0.9479 0.9445 0.9463
PP 0.9446 0.9446 0.9446 0.9437
S1 0.9404 0.9404 0.9431 0.9388
S2 0.9371 0.9371 0.9424
S3 0.9296 0.9329 0.9417
S4 0.9221 0.9254 0.9397
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0163 1.0044 0.9654
R3 0.9977 0.9858 0.9603
R2 0.9791 0.9791 0.9586
R1 0.9672 0.9672 0.9569 0.9639
PP 0.9605 0.9605 0.9605 0.9589
S1 0.9486 0.9486 0.9535 0.9453
S2 0.9419 0.9419 0.9518
S3 0.9233 0.9300 0.9501
S4 0.9047 0.9114 0.9450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9639 0.9412 0.0227 2.4% 0.0080 0.8% 11% False True 73,195
10 0.9725 0.9412 0.0313 3.3% 0.0088 0.9% 8% False True 73,891
20 0.9725 0.9323 0.0402 4.3% 0.0076 0.8% 29% False False 69,075
40 0.9725 0.9057 0.0668 7.1% 0.0083 0.9% 57% False False 65,535
60 0.9725 0.8830 0.0895 9.5% 0.0089 0.9% 68% False False 44,377
80 0.9725 0.8769 0.0956 10.1% 0.0094 1.0% 70% False False 33,385
100 0.9725 0.8769 0.0956 10.1% 0.0097 1.0% 70% False False 26,731
120 0.9812 0.8769 0.1043 11.1% 0.0093 1.0% 64% False False 22,277
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9806
2.618 0.9683
1.618 0.9608
1.000 0.9562
0.618 0.9533
HIGH 0.9487
0.618 0.9458
0.500 0.9450
0.382 0.9441
LOW 0.9412
0.618 0.9366
1.000 0.9337
1.618 0.9291
2.618 0.9216
4.250 0.9093
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 0.9450 0.9502
PP 0.9446 0.9481
S1 0.9442 0.9459

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

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