CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 0.8860 0.8975 0.0115 1.3% 0.8916
High 0.8941 0.9054 0.0113 1.3% 0.8916
Low 0.8860 0.8975 0.0115 1.3% 0.8791
Close 0.8941 0.9054 0.0113 1.3% 0.8791
Range 0.0081 0.0079 -0.0002 -2.5% 0.0125
ATR 0.0061 0.0064 0.0004 6.2% 0.0000
Volume 2 2 0 0.0% 53
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9265 0.9238 0.9097
R3 0.9186 0.9159 0.9076
R2 0.9107 0.9107 0.9068
R1 0.9080 0.9080 0.9061 0.9094
PP 0.9028 0.9028 0.9028 0.9034
S1 0.9001 0.9001 0.9047 0.9015
S2 0.8949 0.8949 0.9040
S3 0.8870 0.8922 0.9032
S4 0.8791 0.8843 0.9011
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 0.9054 0.8791 0.0263 2.9% 0.0048 0.5% 100% True False 10
10 0.9054 0.8791 0.0263 2.9% 0.0038 0.4% 100% True False 6
20 0.9091 0.8791 0.0300 3.3% 0.0030 0.3% 88% False False 4
40 0.9153 0.8765 0.0388 4.3% 0.0027 0.3% 74% False False 2
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 0.9390
2.618 0.9261
1.618 0.9182
1.000 0.9133
0.618 0.9103
HIGH 0.9054
0.618 0.9024
0.500 0.9015
0.382 0.9005
LOW 0.8975
0.618 0.8926
1.000 0.8896
1.618 0.8847
2.618 0.8768
4.250 0.8639
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 0.9041 0.9010
PP 0.9028 0.8966
S1 0.9015 0.8923

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

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