CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 0.9114 0.9200 0.0086 0.9% 0.8860
High 0.9198 0.9220 0.0022 0.2% 0.9096
Low 0.9114 0.9196 0.0082 0.9% 0.8860
Close 0.9198 0.9220 0.0022 0.2% 0.9078
Range 0.0084 0.0024 -0.0060 -71.4% 0.0236
ATR 0.0066 0.0063 -0.0003 -4.5% 0.0000
Volume 5 18 13 260.0% 121
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9284 0.9276 0.9233
R3 0.9260 0.9252 0.9227
R2 0.9236 0.9236 0.9224
R1 0.9228 0.9228 0.9222 0.9232
PP 0.9212 0.9212 0.9212 0.9214
S1 0.9204 0.9204 0.9218 0.9208
S2 0.9188 0.9188 0.9216
S3 0.9164 0.9180 0.9213
S4 0.9140 0.9156 0.9207
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 0.9220 0.9007 0.0213 2.3% 0.0053 0.6% 100% True False 32
10 0.9220 0.8791 0.0429 4.7% 0.0050 0.5% 100% True False 21
20 0.9220 0.8791 0.0429 4.7% 0.0034 0.4% 100% True False 11
40 0.9220 0.8765 0.0455 4.9% 0.0032 0.3% 100% True False 6
60 0.9319 0.8765 0.0554 6.0% 0.0028 0.3% 82% False False 8
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9322
2.618 0.9283
1.618 0.9259
1.000 0.9244
0.618 0.9235
HIGH 0.9220
0.618 0.9211
0.500 0.9208
0.382 0.9205
LOW 0.9196
0.618 0.9181
1.000 0.9172
1.618 0.9157
2.618 0.9133
4.250 0.9094
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 0.9216 0.9201
PP 0.9212 0.9181
S1 0.9208 0.9162

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

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