CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 0.9025 0.9057 0.0032 0.4% 0.9110
High 0.9072 0.9113 0.0041 0.5% 0.9160
Low 0.8998 0.8983 -0.0015 -0.2% 0.8983
Close 0.9060 0.9093 0.0033 0.4% 0.9093
Range 0.0074 0.0130 0.0056 75.7% 0.0177
ATR 0.0092 0.0095 0.0003 2.9% 0.0000
Volume 94,728 117,144 22,416 23.7% 498,326
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9453 0.9403 0.9165
R3 0.9323 0.9273 0.9129
R2 0.9193 0.9193 0.9117
R1 0.9143 0.9143 0.9105 0.9168
PP 0.9063 0.9063 0.9063 0.9076
S1 0.9013 0.9013 0.9081 0.9038
S2 0.8933 0.8933 0.9069
S3 0.8803 0.8883 0.9057
S4 0.8673 0.8753 0.9022
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9610 0.9528 0.9190
R3 0.9433 0.9351 0.9142
R2 0.9256 0.9256 0.9125
R1 0.9174 0.9174 0.9109 0.9127
PP 0.9079 0.9079 0.9079 0.9055
S1 0.8997 0.8997 0.9077 0.8950
S2 0.8902 0.8902 0.9061
S3 0.8725 0.8820 0.9044
S4 0.8548 0.8643 0.8996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9160 0.8983 0.0177 1.9% 0.0103 1.1% 62% False True 99,665
10 0.9236 0.8983 0.0253 2.8% 0.0097 1.1% 43% False True 95,205
20 0.9460 0.8983 0.0477 5.2% 0.0097 1.1% 23% False True 90,289
40 0.9725 0.8983 0.0742 8.2% 0.0088 1.0% 15% False True 81,658
60 0.9725 0.8983 0.0742 8.2% 0.0087 1.0% 15% False True 78,981
80 0.9725 0.8830 0.0895 9.8% 0.0089 1.0% 29% False False 61,915
100 0.9725 0.8769 0.0956 10.5% 0.0091 1.0% 34% False False 49,637
120 0.9725 0.8769 0.0956 10.5% 0.0096 1.1% 34% False False 41,392
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9666
2.618 0.9453
1.618 0.9323
1.000 0.9243
0.618 0.9193
HIGH 0.9113
0.618 0.9063
0.500 0.9048
0.382 0.9033
LOW 0.8983
0.618 0.8903
1.000 0.8853
1.618 0.8773
2.618 0.8643
4.250 0.8431
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 0.9078 0.9082
PP 0.9063 0.9070
S1 0.9048 0.9059

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

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