CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 0.8983 0.8929 -0.0054 -0.6% 0.9103
High 0.9041 0.8929 -0.0112 -1.2% 0.9170
Low 0.8983 0.8929 -0.0054 -0.6% 0.8999
Close 0.8988 0.8929 -0.0059 -0.7% 0.8999
Range 0.0058 0.0000 -0.0058 -100.0% 0.0171
ATR 0.0079 0.0078 -0.0001 -1.8% 0.0000
Volume 27 2 -25 -92.6% 58
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.8929 0.8929 0.8929
R3 0.8929 0.8929 0.8929
R2 0.8929 0.8929 0.8929
R1 0.8929 0.8929 0.8929 0.8929
PP 0.8929 0.8929 0.8929 0.8929
S1 0.8929 0.8929 0.8929 0.8929
S2 0.8929 0.8929 0.8929
S3 0.8929 0.8929 0.8929
S4 0.8929 0.8929 0.8929
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 0.9115 0.8929 0.0186 2.1% 0.0013 0.1% 0% False True 6
10 0.9170 0.8929 0.0241 2.7% 0.0018 0.2% 0% False True 9
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8929
2.618 0.8929
1.618 0.8929
1.000 0.8929
0.618 0.8929
HIGH 0.8929
0.618 0.8929
0.500 0.8929
0.382 0.8929
LOW 0.8929
0.618 0.8929
1.000 0.8929
1.618 0.8929
2.618 0.8929
4.250 0.8929
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 0.8929 0.9002
PP 0.8929 0.8977
S1 0.8929 0.8953

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

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