CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 0.9103 0.9114 0.0011 0.1% 0.8860
High 0.9123 0.9198 0.0075 0.8% 0.9096
Low 0.9103 0.9114 0.0011 0.1% 0.8860
Close 0.9119 0.9198 0.0079 0.9% 0.9078
Range 0.0020 0.0084 0.0064 320.0% 0.0236
ATR 0.0064 0.0066 0.0001 2.2% 0.0000
Volume 21 5 -16 -76.2% 121
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9422 0.9394 0.9244
R3 0.9338 0.9310 0.9221
R2 0.9254 0.9254 0.9213
R1 0.9226 0.9226 0.9206 0.9240
PP 0.9170 0.9170 0.9170 0.9177
S1 0.9142 0.9142 0.9190 0.9156
S2 0.9086 0.9086 0.9183
S3 0.9002 0.9058 0.9175
S4 0.8918 0.8974 0.9152
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 0.9198 0.8975 0.0223 2.4% 0.0064 0.7% 100% True False 29
10 0.9198 0.8791 0.0407 4.4% 0.0049 0.5% 100% True False 19
20 0.9198 0.8791 0.0407 4.4% 0.0035 0.4% 100% True False 10
40 0.9198 0.8765 0.0433 4.7% 0.0033 0.4% 100% True False 6
60 0.9354 0.8765 0.0589 6.4% 0.0027 0.3% 74% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 29 trading days
Fibonacci Retracements and Extensions
4.250 0.9555
2.618 0.9418
1.618 0.9334
1.000 0.9282
0.618 0.9250
HIGH 0.9198
0.618 0.9166
0.500 0.9156
0.382 0.9146
LOW 0.9114
0.618 0.9062
1.000 0.9030
1.618 0.8978
2.618 0.8894
4.250 0.8757
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 0.9184 0.9168
PP 0.9170 0.9139
S1 0.9156 0.9109

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

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