CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 0.9012 0.9019 0.0007 0.1% 0.8780
High 0.9012 0.9019 0.0007 0.1% 0.9091
Low 0.8970 0.9019 0.0049 0.5% 0.8780
Close 0.8980 0.9019 0.0039 0.4% 0.9091
Range 0.0042 0.0000 -0.0042 -100.0% 0.0311
ATR 0.0070 0.0068 -0.0002 -3.1% 0.0000
Volume 1 2 1 100.0% 9
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9019 0.9019 0.9019
R3 0.9019 0.9019 0.9019
R2 0.9019 0.9019 0.9019
R1 0.9019 0.9019 0.9019 0.9019
PP 0.9019 0.9019 0.9019 0.9019
S1 0.9019 0.9019 0.9019 0.9019
S2 0.9019 0.9019 0.9019
S3 0.9019 0.9019 0.9019
S4 0.9019 0.9019 0.9019
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 0.8959 0.0132 1.5% 0.0034 0.4% 45% False False 1
10 0.9091 0.8765 0.0326 3.6% 0.0032 0.4% 78% False False 2
20 0.9153 0.8765 0.0388 4.3% 0.0029 0.3% 65% False False 1
40 0.9170 0.8765 0.0405 4.5% 0.0024 0.3% 63% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9019
2.618 0.9019
1.618 0.9019
1.000 0.9019
0.618 0.9019
HIGH 0.9019
0.618 0.9019
0.500 0.9019
0.382 0.9019
LOW 0.9019
0.618 0.9019
1.000 0.9019
1.618 0.9019
2.618 0.9019
4.250 0.9019
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 0.9019 0.9016
PP 0.9019 0.9012
S1 0.9019 0.9009

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

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