CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 0.9010 0.8987 -0.0023 -0.3% 0.9074
High 0.9010 0.8987 -0.0023 -0.3% 0.9074
Low 0.8908 0.8987 0.0079 0.9% 0.8908
Close 0.8908 0.8987 0.0079 0.9% 0.8908
Range 0.0102 0.0000 -0.0102 -100.0% 0.0166
ATR 0.0080 0.0080 0.0000 -0.1% 0.0000
Volume 2 30 28 1,400.0% 32
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.8987 0.8987 0.8987
R3 0.8987 0.8987 0.8987
R2 0.8987 0.8987 0.8987
R1 0.8987 0.8987 0.8987 0.8987
PP 0.8987 0.8987 0.8987 0.8987
S1 0.8987 0.8987 0.8987 0.8987
S2 0.8987 0.8987 0.8987
S3 0.8987 0.8987 0.8987
S4 0.8987 0.8987 0.8987
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9461 0.9351 0.8999
R3 0.9295 0.9185 0.8954
R2 0.9129 0.9129 0.8938
R1 0.9019 0.9019 0.8923 0.8991
PP 0.8963 0.8963 0.8963 0.8950
S1 0.8853 0.8853 0.8893 0.8825
S2 0.8797 0.8797 0.8878
S3 0.8631 0.8687 0.8862
S4 0.8465 0.8521 0.8817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9074 0.8908 0.0166 1.8% 0.0033 0.4% 48% False False 12
10 0.9170 0.8908 0.0262 2.9% 0.0028 0.3% 30% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8987
2.618 0.8987
1.618 0.8987
1.000 0.8987
0.618 0.8987
HIGH 0.8987
0.618 0.8987
0.500 0.8987
0.382 0.8987
LOW 0.8987
0.618 0.8987
1.000 0.8987
1.618 0.8987
2.618 0.8987
4.250 0.8987
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 0.8987 0.8978
PP 0.8987 0.8968
S1 0.8987 0.8959

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

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