CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 0.9019 0.9100 0.0081 0.9% 0.8987
High 0.9094 0.9100 0.0006 0.1% 0.9037
Low 0.9019 0.9079 0.0060 0.7% 0.8912
Close 0.9094 0.9079 -0.0015 -0.2% 0.8912
Range 0.0075 0.0021 -0.0054 -72.0% 0.0125
ATR 0.0081 0.0077 -0.0004 -5.3% 0.0000
Volume 1 2 1 100.0% 63
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9149 0.9135 0.9091
R3 0.9128 0.9114 0.9085
R2 0.9107 0.9107 0.9083
R1 0.9093 0.9093 0.9081 0.9090
PP 0.9086 0.9086 0.9086 0.9084
S1 0.9072 0.9072 0.9077 0.9069
S2 0.9065 0.9065 0.9075
S3 0.9044 0.9051 0.9073
S4 0.9023 0.9030 0.9067
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 0.9100 0.8912 0.0188 2.1% 0.0019 0.2% 89% True False 1
10 0.9100 0.8908 0.0192 2.1% 0.0022 0.2% 89% True False 7
20 0.9170 0.8908 0.0262 2.9% 0.0020 0.2% 65% False False 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 True
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9189
2.618 0.9155
1.618 0.9134
1.000 0.9121
0.618 0.9113
HIGH 0.9100
0.618 0.9092
0.500 0.9090
0.382 0.9087
LOW 0.9079
0.618 0.9066
1.000 0.9058
1.618 0.9045
2.618 0.9024
4.250 0.8990
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 0.9090 0.9062
PP 0.9086 0.9044
S1 0.9083 0.9027

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

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