CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 0.9074 0.8983 -0.0091 -1.0% 0.9103
High 0.9074 0.9041 -0.0033 -0.4% 0.9170
Low 0.9069 0.8983 -0.0086 -0.9% 0.8999
Close 0.9069 0.8988 -0.0081 -0.9% 0.8999
Range 0.0005 0.0058 0.0053 1,060.0% 0.0171
ATR 0.0000 0.0079 0.0079 0.0000
Volume 1 27 26 2,600.0% 58
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9178 0.9141 0.9020
R3 0.9120 0.9083 0.9004
R2 0.9062 0.9062 0.8999
R1 0.9025 0.9025 0.8993 0.9044
PP 0.9004 0.9004 0.9004 0.9013
S1 0.8967 0.8967 0.8983 0.8986
S2 0.8946 0.8946 0.8977
S3 0.8888 0.8909 0.8972
S4 0.8830 0.8851 0.8956
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 0.8983 0.0187 2.1% 0.0027 0.3% 3% False True 16
10 0.9170 0.8983 0.0187 2.1% 0.0018 0.2% 3% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9288
2.618 0.9193
1.618 0.9135
1.000 0.9099
0.618 0.9077
HIGH 0.9041
0.618 0.9019
0.500 0.9012
0.382 0.9005
LOW 0.8983
0.618 0.8947
1.000 0.8925
1.618 0.8889
2.618 0.8831
4.250 0.8737
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 0.9012 0.9029
PP 0.9004 0.9015
S1 0.8996 0.9002

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

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