CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 0.9024 0.9050 0.0026 0.3% 0.8954
High 0.9024 0.9050 0.0026 0.3% 0.9100
Low 0.9024 0.9050 0.0026 0.3% 0.8954
Close 0.9024 0.9050 0.0026 0.3% 0.9050
Range
ATR 0.0075 0.0072 -0.0004 -4.7% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9050 0.9050 0.9050
R3 0.9050 0.9050 0.9050
R2 0.9050 0.9050 0.9050
R1 0.9050 0.9050 0.9050 0.9050
PP 0.9050 0.9050 0.9050 0.9050
S1 0.9050 0.9050 0.9050 0.9050
S2 0.9050 0.9050 0.9050
S3 0.9050 0.9050 0.9050
S4 0.9050 0.9050 0.9050
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9473 0.9407 0.9130
R3 0.9327 0.9261 0.9090
R2 0.9181 0.9181 0.9077
R1 0.9115 0.9115 0.9063 0.9148
PP 0.9035 0.9035 0.9035 0.9051
S1 0.8969 0.8969 0.9037 0.9002
S2 0.8889 0.8889 0.9023
S3 0.8743 0.8823 0.9010
S4 0.8597 0.8677 0.8970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9100 0.8954 0.0146 1.6% 0.0019 0.2% 66% False False 1
10 0.9100 0.8912 0.0188 2.1% 0.0011 0.1% 73% False False 6
20 0.9170 0.8908 0.0262 2.9% 0.0020 0.2% 54% False False 8
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9050
2.618 0.9050
1.618 0.9050
1.000 0.9050
0.618 0.9050
HIGH 0.9050
0.618 0.9050
0.500 0.9050
0.382 0.9050
LOW 0.9050
0.618 0.9050
1.000 0.9050
1.618 0.9050
2.618 0.9050
4.250 0.9050
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 0.9050 0.9062
PP 0.9050 0.9058
S1 0.9050 0.9054

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

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