CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	0.9115	0.8999	-0.0116	-1.3%	0.9103
High	0.9115	0.8999	-0.0116	-1.3%	0.9170
Low	0.9115	0.8999	-0.0116	-1.3%	0.8999
Close	0.9115	0.8999	-0.0116	-1.3%	0.8999
Range
ATR
Volume	1	1	0	0.0%	58

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.8999	0.8999	0.8999
R3	0.8999	0.8999	0.8999
R2	0.8999	0.8999	0.8999
R1	0.8999	0.8999	0.8999	0.8999
PP	0.8999	0.8999	0.8999	0.8999
S1	0.8999	0.8999	0.8999	0.8999
S2	0.8999	0.8999	0.8999
S3	0.8999	0.8999	0.8999
S4	0.8999	0.8999	0.8999

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9569	0.9455	0.9093
R3	0.9398	0.9284	0.9046
R2	0.9227	0.9227	0.9030
R1	0.9113	0.9113	0.9015	0.9085
PP	0.9056	0.9056	0.9056	0.9042
S1	0.8942	0.8942	0.8983	0.8914
S2	0.8885	0.8885	0.8968
S3	0.8714	0.8771	0.8952
S4	0.8543	0.8600	0.8905

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9170	0.8999	0.0171	1.9%	0.0022	0.2%	0%	False	True	11
10	0.9354	0.8999	0.0355	3.9%	0.0011	0.1%	0%	False	True	15

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	0.8999
2.618	0.8999
1.618	0.8999
1.000	0.8999
0.618	0.8999
HIGH	0.8999
0.618	0.8999
0.500	0.8999
0.382	0.8999
LOW	0.8999
0.618	0.8999
1.000	0.8999
1.618	0.8999
2.618	0.8999
4.250	0.8999

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	0.8999	0.9085
PP	0.8999	0.9056
S1	0.8999	0.9028

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