CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 0.9101 0.9114 0.0013 0.1% 0.8954
High 0.9101 0.9153 0.0052 0.6% 0.9100
Low 0.9101 0.9114 0.0013 0.1% 0.8954
Close 0.9101 0.9153 0.0052 0.6% 0.9050
Range 0.0000 0.0039 0.0039 0.0146
ATR 0.0070 0.0069 -0.0001 -1.8% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9257 0.9244 0.9174
R3 0.9218 0.9205 0.9164
R2 0.9179 0.9179 0.9160
R1 0.9166 0.9166 0.9157 0.9173
PP 0.9140 0.9140 0.9140 0.9143
S1 0.9127 0.9127 0.9149 0.9134
S2 0.9101 0.9101 0.9146
S3 0.9062 0.9088 0.9142
S4 0.9023 0.9049 0.9132
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9473 0.9407 0.9130
R3 0.9327 0.9261 0.9090
R2 0.9181 0.9181 0.9077
R1 0.9115 0.9115 0.9063 0.9148
PP 0.9035 0.9035 0.9035 0.9051
S1 0.8969 0.8969 0.9037 0.9002
S2 0.8889 0.8889 0.9023
S3 0.8743 0.8823 0.9010
S4 0.8597 0.8677 0.8970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9153 0.9024 0.0129 1.4% 0.0012 0.1% 100% True False 1
10 0.9153 0.8912 0.0241 2.6% 0.0014 0.1% 100% True False 1
20 0.9170 0.8908 0.0262 2.9% 0.0021 0.2% 94% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9319
2.618 0.9255
1.618 0.9216
1.000 0.9192
0.618 0.9177
HIGH 0.9153
0.618 0.9138
0.500 0.9134
0.382 0.9129
LOW 0.9114
0.618 0.9090
1.000 0.9075
1.618 0.9051
2.618 0.9012
4.250 0.8948
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 0.9147 0.9136
PP 0.9140 0.9119
S1 0.9134 0.9102

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

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