CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 0.8835 0.8842 0.0007 0.1% 0.9101
High 0.8877 0.8842 -0.0035 -0.4% 0.9153
Low 0.8835 0.8811 -0.0024 -0.3% 0.9016
Close 0.8877 0.8811 -0.0066 -0.7% 0.9121
Range 0.0042 0.0031 -0.0011 -26.2% 0.0137
ATR 0.0076 0.0076 -0.0001 -1.0% 0.0000
Volume 2 7 5 250.0% 5
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.8914 0.8894 0.8828
R3 0.8883 0.8863 0.8820
R2 0.8852 0.8852 0.8817
R1 0.8832 0.8832 0.8814 0.8827
PP 0.8821 0.8821 0.8821 0.8819
S1 0.8801 0.8801 0.8808 0.8796
S2 0.8790 0.8790 0.8805
S3 0.8759 0.8770 0.8802
S4 0.8728 0.8739 0.8794
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9508 0.9451 0.9196
R3 0.9371 0.9314 0.9159
R2 0.9234 0.9234 0.9146
R1 0.9177 0.9177 0.9134 0.9206
PP 0.9097 0.9097 0.9097 0.9111
S1 0.9040 0.9040 0.9108 0.9069
S2 0.8960 0.8960 0.9096
S3 0.8823 0.8903 0.9083
S4 0.8686 0.8766 0.9046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9130 0.8811 0.0319 3.6% 0.0051 0.6% 0% False True 2
10 0.9153 0.8811 0.0342 3.9% 0.0029 0.3% 0% False True 1
20 0.9153 0.8811 0.0342 3.9% 0.0025 0.3% 0% False True 4
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8974
2.618 0.8923
1.618 0.8892
1.000 0.8873
0.618 0.8861
HIGH 0.8842
0.618 0.8830
0.500 0.8827
0.382 0.8823
LOW 0.8811
0.618 0.8792
1.000 0.8780
1.618 0.8761
2.618 0.8730
4.250 0.8679
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 0.8827 0.8930
PP 0.8821 0.8890
S1 0.8816 0.8851

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

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