CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 0.9452 0.9454 0.0002 0.0% 0.9632
High 0.9487 0.9499 0.0012 0.1% 0.9725
Low 0.9412 0.9423 0.0011 0.1% 0.9539
Close 0.9438 0.9431 -0.0007 -0.1% 0.9552
Range 0.0075 0.0076 0.0001 1.3% 0.0186
ATR 0.0083 0.0083 -0.0001 -0.6% 0.0000
Volume 81,174 97,777 16,603 20.5% 380,305
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9679 0.9631 0.9473
R3 0.9603 0.9555 0.9452
R2 0.9527 0.9527 0.9445
R1 0.9479 0.9479 0.9438 0.9465
PP 0.9451 0.9451 0.9451 0.9444
S1 0.9403 0.9403 0.9424 0.9389
S2 0.9375 0.9375 0.9417
S3 0.9299 0.9327 0.9410
S4 0.9223 0.9251 0.9389
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 0.9592 0.9412 0.0180 1.9% 0.0075 0.8% 11% False False 75,473
10 0.9725 0.9412 0.0313 3.3% 0.0083 0.9% 6% False False 75,861
20 0.9725 0.9345 0.0380 4.0% 0.0078 0.8% 23% False False 70,689
40 0.9725 0.9058 0.0667 7.1% 0.0084 0.9% 56% False False 67,768
60 0.9725 0.8830 0.0895 9.5% 0.0088 0.9% 67% False False 45,994
80 0.9725 0.8769 0.0956 10.1% 0.0093 1.0% 69% False False 34,605
100 0.9725 0.8769 0.0956 10.1% 0.0097 1.0% 69% False False 27,708
120 0.9775 0.8769 0.1006 10.7% 0.0094 1.0% 66% False False 23,092
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9822
2.618 0.9698
1.618 0.9622
1.000 0.9575
0.618 0.9546
HIGH 0.9499
0.618 0.9470
0.500 0.9461
0.382 0.9452
LOW 0.9423
0.618 0.9376
1.000 0.9347
1.618 0.9300
2.618 0.9224
4.250 0.9100
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 0.9461 0.9481
PP 0.9451 0.9464
S1 0.9441 0.9448

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

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