CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 0.9482 0.9474 -0.0008 -0.1% 0.9557
High 0.9512 0.9518 0.0006 0.1% 0.9592
Low 0.9438 0.9461 0.0023 0.2% 0.9395
Close 0.9467 0.9508 0.0041 0.4% 0.9409
Range 0.0074 0.0057 -0.0017 -23.0% 0.0197
ATR 0.0081 0.0079 -0.0002 -2.1% 0.0000
Volume 88,449 57,063 -31,386 -35.5% 391,167
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9667 0.9644 0.9539
R3 0.9610 0.9587 0.9524
R2 0.9553 0.9553 0.9518
R1 0.9530 0.9530 0.9513 0.9542
PP 0.9496 0.9496 0.9496 0.9501
S1 0.9473 0.9473 0.9503 0.9485
S2 0.9439 0.9439 0.9498
S3 0.9382 0.9416 0.9492
S4 0.9325 0.9359 0.9477
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0056 0.9930 0.9517
R3 0.9859 0.9733 0.9463
R2 0.9662 0.9662 0.9445
R1 0.9536 0.9536 0.9427 0.9501
PP 0.9465 0.9465 0.9465 0.9448
S1 0.9339 0.9339 0.9391 0.9304
S2 0.9268 0.9268 0.9373
S3 0.9071 0.9142 0.9355
S4 0.8874 0.8945 0.9301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9518 0.9395 0.0123 1.3% 0.0071 0.7% 92% True False 74,393
10 0.9639 0.9395 0.0244 2.6% 0.0075 0.8% 46% False False 73,794
20 0.9725 0.9350 0.0375 3.9% 0.0079 0.8% 42% False False 71,556
40 0.9725 0.9167 0.0558 5.9% 0.0082 0.9% 61% False False 71,906
60 0.9725 0.8830 0.0895 9.4% 0.0086 0.9% 76% False False 50,523
80 0.9725 0.8769 0.0956 10.1% 0.0090 0.9% 77% False False 38,023
100 0.9725 0.8769 0.0956 10.1% 0.0096 1.0% 77% False False 30,450
120 0.9725 0.8769 0.0956 10.1% 0.0095 1.0% 77% False False 25,376
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 0.0024
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9760
2.618 0.9667
1.618 0.9610
1.000 0.9575
0.618 0.9553
HIGH 0.9518
0.618 0.9496
0.500 0.9490
0.382 0.9483
LOW 0.9461
0.618 0.9426
1.000 0.9404
1.618 0.9369
2.618 0.9312
4.250 0.9219
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 0.9502 0.9493
PP 0.9496 0.9478
S1 0.9490 0.9464

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

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