CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 0.8954 0.9019 0.0065 0.7% 0.8987
High 0.8954 0.9094 0.0140 1.6% 0.9037
Low 0.8954 0.9019 0.0065 0.7% 0.8912
Close 0.8954 0.9094 0.0140 1.6% 0.8912
Range 0.0000 0.0075 0.0075 0.0125
ATR 0.0076 0.0081 0.0005 6.0% 0.0000
Volume 1 1 0 0.0% 63
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9294 0.9269 0.9135
R3 0.9219 0.9194 0.9115
R2 0.9144 0.9144 0.9108
R1 0.9119 0.9119 0.9101 0.9132
PP 0.9069 0.9069 0.9069 0.9075
S1 0.9044 0.9044 0.9087 0.9057
S2 0.8994 0.8994 0.9080
S3 0.8919 0.8969 0.9073
S4 0.8844 0.8894 0.9053
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9329 0.9245 0.8981
R3 0.9204 0.9120 0.8946
R2 0.9079 0.9079 0.8935
R1 0.8995 0.8995 0.8923 0.8975
PP 0.8954 0.8954 0.8954 0.8943
S1 0.8870 0.8870 0.8901 0.8850
S2 0.8829 0.8829 0.8889
S3 0.8704 0.8745 0.8878
S4 0.8579 0.8620 0.8843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9094 0.8912 0.0182 2.0% 0.0015 0.2% 100% True False 1
10 0.9094 0.8908 0.0186 2.0% 0.0025 0.3% 100% True False 9
20 0.9319 0.8908 0.0411 4.5% 0.0018 0.2% 45% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9413
2.618 0.9290
1.618 0.9215
1.000 0.9169
0.618 0.9140
HIGH 0.9094
0.618 0.9065
0.500 0.9057
0.382 0.9048
LOW 0.9019
0.618 0.8973
1.000 0.8944
1.618 0.8898
2.618 0.8823
4.250 0.8700
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 0.9082 0.9064
PP 0.9069 0.9033
S1 0.9057 0.9003

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

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