CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 0.9100 0.9024 -0.0076 -0.8% 0.8987
High 0.9100 0.9024 -0.0076 -0.8% 0.9037
Low 0.9079 0.9024 -0.0055 -0.6% 0.8912
Close 0.9079 0.9024 -0.0055 -0.6% 0.8912
Range 0.0021 0.0000 -0.0021 -100.0% 0.0125
ATR 0.0077 0.0075 -0.0002 -2.0% 0.0000
Volume 2 1 -1 -50.0% 63
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9024 0.9024 0.9024
R3 0.9024 0.9024 0.9024
R2 0.9024 0.9024 0.9024
R1 0.9024 0.9024 0.9024 0.9024
PP 0.9024 0.9024 0.9024 0.9024
S1 0.9024 0.9024 0.9024 0.9024
S2 0.9024 0.9024 0.9024
S3 0.9024 0.9024 0.9024
S4 0.9024 0.9024 0.9024
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% 60% False False 1
10 0.9100 0.8908 0.0192 2.1% 0.0022 0.2% 60% False False 7
20 0.9170 0.8908 0.0262 2.9% 0.0020 0.2% 44% False False 8
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 False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9024
2.618 0.9024
1.618 0.9024
1.000 0.9024
0.618 0.9024
HIGH 0.9024
0.618 0.9024
0.500 0.9024
0.382 0.9024
LOW 0.9024
0.618 0.9024
1.000 0.9024
1.618 0.9024
2.618 0.9024
4.250 0.9024
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 0.9024 0.9060
PP 0.9024 0.9048
S1 0.9024 0.9036

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

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