CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 0.9039 0.9003 -0.0036 -0.4% 0.9047
High 0.9076 0.9003 -0.0073 -0.8% 0.9076
Low 0.9039 0.9003 -0.0036 -0.4% 0.8970
Close 0.9076 0.9003 -0.0073 -0.8% 0.9076
Range 0.0037 0.0000 -0.0037 -100.0% 0.0106
ATR 0.0063 0.0063 0.0001 1.2% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9003 0.9003 0.9003
R3 0.9003 0.9003 0.9003
R2 0.9003 0.9003 0.9003
R1 0.9003 0.9003 0.9003 0.9003
PP 0.9003 0.9003 0.9003 0.9003
S1 0.9003 0.9003 0.9003 0.9003
S2 0.9003 0.9003 0.9003
S3 0.9003 0.9003 0.9003
S4 0.9003 0.9003 0.9003
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9359 0.9323 0.9134
R3 0.9253 0.9217 0.9105
R2 0.9147 0.9147 0.9095
R1 0.9111 0.9111 0.9086 0.9129
PP 0.9041 0.9041 0.9041 0.9050
S1 0.9005 0.9005 0.9066 0.9023
S2 0.8935 0.8935 0.9057
S3 0.8829 0.8899 0.9047
S4 0.8723 0.8793 0.9018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9076 0.8970 0.0106 1.2% 0.0016 0.2% 31% False False 1
10 0.9091 0.8786 0.0305 3.4% 0.0029 0.3% 71% False False 1
20 0.9153 0.8765 0.0388 4.3% 0.0031 0.3% 61% False False 1
40 0.9170 0.8765 0.0405 4.5% 0.0025 0.3% 59% False False 4
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9003
2.618 0.9003
1.618 0.9003
1.000 0.9003
0.618 0.9003
HIGH 0.9003
0.618 0.9003
0.500 0.9003
0.382 0.9003
LOW 0.9003
0.618 0.9003
1.000 0.9003
1.618 0.9003
2.618 0.9003
4.250 0.9003
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 0.9003 0.9040
PP 0.9003 0.9027
S1 0.9003 0.9015

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

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