CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 0.9020 0.9103 0.0083 0.9% 0.8860
High 0.9096 0.9123 0.0027 0.3% 0.9096
Low 0.9020 0.9103 0.0083 0.9% 0.8860
Close 0.9078 0.9119 0.0041 0.5% 0.9078
Range 0.0076 0.0020 -0.0056 -73.7% 0.0236
ATR 0.0066 0.0064 -0.0001 -2.2% 0.0000
Volume 87 21 -66 -75.9% 121
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9175 0.9167 0.9130
R3 0.9155 0.9147 0.9125
R2 0.9135 0.9135 0.9123
R1 0.9127 0.9127 0.9121 0.9131
PP 0.9115 0.9115 0.9115 0.9117
S1 0.9107 0.9107 0.9117 0.9111
S2 0.9095 0.9095 0.9115
S3 0.9075 0.9087 0.9114
S4 0.9055 0.9067 0.9108
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9719 0.9635 0.9208
R3 0.9483 0.9399 0.9143
R2 0.9247 0.9247 0.9121
R1 0.9163 0.9163 0.9100 0.9205
PP 0.9011 0.9011 0.9011 0.9033
S1 0.8927 0.8927 0.9056 0.8969
S2 0.8775 0.8775 0.9035
S3 0.8539 0.8691 0.9013
S4 0.8303 0.8455 0.8948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9123 0.8860 0.0263 2.9% 0.0063 0.7% 98% True False 28
10 0.9123 0.8791 0.0332 3.6% 0.0041 0.4% 99% True False 19
20 0.9123 0.8791 0.0332 3.6% 0.0032 0.3% 99% True False 10
40 0.9153 0.8765 0.0388 4.3% 0.0031 0.3% 91% False False 6
60 0.9446 0.8765 0.0681 7.5% 0.0027 0.3% 52% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9208
2.618 0.9175
1.618 0.9155
1.000 0.9143
0.618 0.9135
HIGH 0.9123
0.618 0.9115
0.500 0.9113
0.382 0.9111
LOW 0.9103
0.618 0.9091
1.000 0.9083
1.618 0.9071
2.618 0.9051
4.250 0.9018
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 0.9117 0.9101
PP 0.9115 0.9083
S1 0.9113 0.9065

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

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