CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 0.8987 0.9020 0.0033 0.4% 0.9074
High 0.8987 0.9037 0.0050 0.6% 0.9074
Low 0.8987 0.9020 0.0033 0.4% 0.8908
Close 0.8987 0.9037 0.0050 0.6% 0.8908
Range 0.0000 0.0017 0.0017 0.0166
ATR 0.0080 0.0077 -0.0002 -2.7% 0.0000
Volume 30 30 0 0.0% 32
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9082 0.9077 0.9046
R3 0.9065 0.9060 0.9042
R2 0.9048 0.9048 0.9040
R1 0.9043 0.9043 0.9039 0.9046
PP 0.9031 0.9031 0.9031 0.9033
S1 0.9026 0.9026 0.9035 0.9029
S2 0.9014 0.9014 0.9034
S3 0.8997 0.9009 0.9032
S4 0.8980 0.8992 0.9028
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 0.9041 0.8908 0.0133 1.5% 0.0035 0.4% 97% False False 18
10 0.9170 0.8908 0.0262 2.9% 0.0029 0.3% 49% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9109
2.618 0.9082
1.618 0.9065
1.000 0.9054
0.618 0.9048
HIGH 0.9037
0.618 0.9031
0.500 0.9029
0.382 0.9026
LOW 0.9020
0.618 0.9009
1.000 0.9003
1.618 0.8992
2.618 0.8975
4.250 0.8948
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 0.9034 0.9016
PP 0.9031 0.8994
S1 0.9029 0.8973

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

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