CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 0.8932 0.8854 -0.0078 -0.9% 0.9047
High 0.8932 0.8882 -0.0050 -0.6% 0.9076
Low 0.8900 0.8854 -0.0046 -0.5% 0.8970
Close 0.8906 0.8882 -0.0024 -0.3% 0.9076
Range 0.0032 0.0028 -0.0004 -12.5% 0.0106
ATR 0.0062 0.0061 -0.0001 -1.1% 0.0000
Volume 2 4 2 100.0% 9
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.8957 0.8947 0.8897
R3 0.8929 0.8919 0.8890
R2 0.8901 0.8901 0.8887
R1 0.8891 0.8891 0.8885 0.8896
PP 0.8873 0.8873 0.8873 0.8875
S1 0.8863 0.8863 0.8879 0.8868
S2 0.8845 0.8845 0.8877
S3 0.8817 0.8835 0.8874
S4 0.8789 0.8807 0.8867
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 0.8854 0.0222 2.5% 0.0019 0.2% 13% False True 2
10 0.9091 0.8854 0.0237 2.7% 0.0023 0.3% 12% False True 2
20 0.9130 0.8765 0.0365 4.1% 0.0032 0.4% 32% False False 2
40 0.9153 0.8765 0.0388 4.4% 0.0024 0.3% 30% False False 3
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9001
2.618 0.8955
1.618 0.8927
1.000 0.8910
0.618 0.8899
HIGH 0.8882
0.618 0.8871
0.500 0.8868
0.382 0.8865
LOW 0.8854
0.618 0.8837
1.000 0.8826
1.618 0.8809
2.618 0.8781
4.250 0.8735
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 0.8877 0.8914
PP 0.8873 0.8903
S1 0.8868 0.8893

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

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