CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 0.8823 0.8804 -0.0019 -0.2% 0.8916
High 0.8823 0.8804 -0.0019 -0.2% 0.8916
Low 0.8823 0.8791 -0.0032 -0.4% 0.8791
Close 0.8823 0.8791 -0.0032 -0.4% 0.8791
Range 0.0000 0.0013 0.0013 0.0125
ATR 0.0055 0.0054 -0.0002 -3.0% 0.0000
Volume 23 23 0 0.0% 53
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.8834 0.8826 0.8798
R3 0.8821 0.8813 0.8795
R2 0.8808 0.8808 0.8793
R1 0.8800 0.8800 0.8792 0.8798
PP 0.8795 0.8795 0.8795 0.8794
S1 0.8787 0.8787 0.8790 0.8785
S2 0.8782 0.8782 0.8789
S3 0.8769 0.8774 0.8787
S4 0.8756 0.8761 0.8784
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9208 0.9124 0.8860
R3 0.9083 0.8999 0.8825
R2 0.8958 0.8958 0.8814
R1 0.8874 0.8874 0.8802 0.8854
PP 0.8833 0.8833 0.8833 0.8822
S1 0.8749 0.8749 0.8780 0.8729
S2 0.8708 0.8708 0.8768
S3 0.8583 0.8624 0.8757
S4 0.8458 0.8499 0.8722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8916 0.8791 0.0125 1.4% 0.0018 0.2% 0% False True 10
10 0.9003 0.8791 0.0212 2.4% 0.0022 0.3% 0% False True 6
20 0.9091 0.8780 0.0311 3.5% 0.0026 0.3% 4% False False 4
40 0.9153 0.8765 0.0388 4.4% 0.0024 0.3% 7% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8859
2.618 0.8838
1.618 0.8825
1.000 0.8817
0.618 0.8812
HIGH 0.8804
0.618 0.8799
0.500 0.8798
0.382 0.8796
LOW 0.8791
0.618 0.8783
1.000 0.8778
1.618 0.8770
2.618 0.8757
4.250 0.8736
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 0.8798 0.8824
PP 0.8795 0.8813
S1 0.8793 0.8802

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

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