CME Australian Dollar Future March 2014

Trading Metrics calculated at close of trading on 11-Jul-2013

Day Change Summary
	Previous	Current
	10-Jul-2013	11-Jul-2013	Change	Change %	Previous Week
Open	0.8964	0.9027	0.0063	0.7%	0.9074
High	0.8964	0.9027	0.0063	0.7%	0.9074
Low	0.8964	0.9027	0.0063	0.7%	0.8908
Close	0.8964	0.9027	0.0063	0.7%	0.8908
Range
ATR	0.0077	0.0076	-0.0001	-1.3%	0.0000
Volume	1	1	0	0.0%	32

Daily Pivots for day following 11-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9027	0.9027	0.9027
R3	0.9027	0.9027	0.9027
R2	0.9027	0.9027	0.9027
R1	0.9027	0.9027	0.9027	0.9027
PP	0.9027	0.9027	0.9027	0.9027
S1	0.9027	0.9027	0.9027	0.9027
S2	0.9027	0.9027	0.9027
S3	0.9027	0.9027	0.9027
S4	0.9027	0.9027	0.9027

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	0.9037	0.8908	0.0129	1.4%	0.0024	0.3%	92%	False	False	12
10	0.9115	0.8908	0.0207	2.3%	0.0018	0.2%	57%	False	False	9

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	0.9027
2.618	0.9027
1.618	0.9027
1.000	0.9027
0.618	0.9027
HIGH	0.9027
0.618	0.9027
0.500	0.9027
0.382	0.9027
LOW	0.9027
0.618	0.9027
1.000	0.9027
1.618	0.9027
2.618	0.9027
4.250	0.9027

Fisher Pivots for day following 11-Jul-2013
Pivot	1 day	3 day
R1	0.9027	0.9018
PP	0.9027	0.9009
S1	0.9027	0.9001

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