CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 19-Nov-2013

Day Change Summary
	Previous	Current
	18-Nov-2013	19-Nov-2013	Change	Change %	Previous Week
Open	0.9357	0.9356	-0.0001	0.0%	0.9361
High	0.9402	0.9432	0.0030	0.3%	0.9369
Low	0.9342	0.9336	-0.0006	-0.1%	0.9247
Close	0.9358	0.9400	0.0042	0.4%	0.9343
Range	0.0060	0.0096	0.0036	60.0%	0.0122
ATR	0.0082	0.0083	0.0001	1.2%	0.0000
Volume	65,090	69,799	4,709	7.2%	359,473

Daily Pivots for day following 19-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9677	0.9635	0.9453
R3	0.9581	0.9539	0.9426
R2	0.9485	0.9485	0.9418
R1	0.9443	0.9443	0.9409	0.9464
PP	0.9389	0.9389	0.9389	0.9400
S1	0.9347	0.9347	0.9391	0.9368
S2	0.9293	0.9293	0.9382
S3	0.9197	0.9251	0.9374
S4	0.9101	0.9155	0.9347

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9686	0.9636	0.9410
R3	0.9564	0.9514	0.9377
R2	0.9442	0.9442	0.9365
R1	0.9392	0.9392	0.9354	0.9356
PP	0.9320	0.9320	0.9320	0.9302
S1	0.9270	0.9270	0.9332	0.9234
S2	0.9198	0.9198	0.9321
S3	0.9076	0.9148	0.9309
S4	0.8954	0.9026	0.9276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9432	0.9259	0.0173	1.8%	0.0085	0.9%	82%	True	False	72,703
10	0.9518	0.9247	0.0271	2.9%	0.0085	0.9%	56%	False	False	78,577
20	0.9725	0.9247	0.0478	5.1%	0.0085	0.9%	32%	False	False	78,300
40	0.9725	0.9235	0.0490	5.2%	0.0079	0.8%	34%	False	False	72,985
60	0.9725	0.8830	0.0895	9.5%	0.0085	0.9%	64%	False	False	62,564
80	0.9725	0.8769	0.0956	10.2%	0.0089	0.9%	66%	False	False	47,111
100	0.9725	0.8769	0.0956	10.2%	0.0093	1.0%	66%	False	False	37,725
120	0.9725	0.8769	0.0956	10.2%	0.0096	1.0%	66%	False	False	31,448

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9840
2.618	0.9683
1.618	0.9587
1.000	0.9528
0.618	0.9491
HIGH	0.9432
0.618	0.9395
0.500	0.9384
0.382	0.9373
LOW	0.9336
0.618	0.9277
1.000	0.9240
1.618	0.9181
2.618	0.9085
4.250	0.8928

Fisher Pivots for day following 19-Nov-2013
Pivot	1 day	3 day
R1	0.9395	0.9387
PP	0.9389	0.9373
S1	0.9384	0.9360

Download as Excel Spreadsheet

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

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