CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 0.9013 0.9047 0.0034 0.4% 0.8780
High 0.9091 0.9047 -0.0044 -0.5% 0.9091
Low 0.9013 0.9032 0.0019 0.2% 0.8780
Close 0.9091 0.9032 -0.0059 -0.6% 0.9091
Range 0.0078 0.0015 -0.0063 -80.8% 0.0311
ATR 0.0071 0.0070 -0.0001 -1.2% 0.0000
Volume 1 2 1 100.0% 9
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9082 0.9072 0.9040
R3 0.9067 0.9057 0.9036
R2 0.9052 0.9052 0.9035
R1 0.9042 0.9042 0.9033 0.9040
PP 0.9037 0.9037 0.9037 0.9036
S1 0.9027 0.9027 0.9031 0.9025
S2 0.9022 0.9022 0.9029
S3 0.9007 0.9012 0.9028
S4 0.8992 0.8997 0.9024
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9920 0.9817 0.9262
R3 0.9609 0.9506 0.9177
R2 0.9298 0.9298 0.9148
R1 0.9195 0.9195 0.9120 0.9247
PP 0.8987 0.8987 0.8987 0.9013
S1 0.8884 0.8884 0.9062 0.8936
S2 0.8676 0.8676 0.9034
S3 0.8365 0.8573 0.9005
S4 0.8054 0.8262 0.8920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9091 0.8786 0.0305 3.4% 0.0042 0.5% 81% False False 1
10 0.9091 0.8765 0.0326 3.6% 0.0044 0.5% 82% False False 2
20 0.9153 0.8765 0.0388 4.3% 0.0032 0.4% 69% False False 1
40 0.9354 0.8765 0.0589 6.5% 0.0023 0.3% 45% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9111
2.618 0.9086
1.618 0.9071
1.000 0.9062
0.618 0.9056
HIGH 0.9047
0.618 0.9041
0.500 0.9040
0.382 0.9038
LOW 0.9032
0.618 0.9023
1.000 0.9017
1.618 0.9008
2.618 0.8993
4.250 0.8968
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 0.9040 0.9030
PP 0.9037 0.9027
S1 0.9035 0.9025

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

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