CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 0.9240 0.9247 0.0007 0.1% 0.9235
High 0.9260 0.9294 0.0034 0.4% 0.9416
Low 0.9240 0.9240 0.0000 0.0% 0.9190
Close 0.9260 0.9257 -0.0003 0.0% 0.9300
Range 0.0020 0.0054 0.0034 170.0% 0.0226
ATR 0.0070 0.0069 -0.0001 -1.7% 0.0000
Volume 37 23 -14 -37.8% 322
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9426 0.9395 0.9287
R3 0.9372 0.9341 0.9272
R2 0.9318 0.9318 0.9267
R1 0.9287 0.9287 0.9262 0.9303
PP 0.9264 0.9264 0.9264 0.9271
S1 0.9233 0.9233 0.9252 0.9249
S2 0.9210 0.9210 0.9247
S3 0.9156 0.9179 0.9242
S4 0.9102 0.9125 0.9227
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9980 0.9866 0.9424
R3 0.9754 0.9640 0.9362
R2 0.9528 0.9528 0.9341
R1 0.9414 0.9414 0.9321 0.9471
PP 0.9302 0.9302 0.9302 0.9331
S1 0.9188 0.9188 0.9279 0.9245
S2 0.9076 0.9076 0.9259
S3 0.8850 0.8962 0.9238
S4 0.8624 0.8736 0.9176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9340 0.9240 0.0100 1.1% 0.0042 0.5% 17% False True 40
10 0.9416 0.9124 0.0292 3.2% 0.0065 0.7% 46% False False 49
20 0.9416 0.8791 0.0625 6.8% 0.0059 0.6% 75% False False 35
40 0.9416 0.8765 0.0651 7.0% 0.0043 0.5% 76% False False 18
60 0.9416 0.8765 0.0651 7.0% 0.0037 0.4% 76% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9524
2.618 0.9435
1.618 0.9381
1.000 0.9348
0.618 0.9327
HIGH 0.9294
0.618 0.9273
0.500 0.9267
0.382 0.9261
LOW 0.9240
0.618 0.9207
1.000 0.9186
1.618 0.9153
2.618 0.9099
4.250 0.9011
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 0.9267 0.9277
PP 0.9264 0.9270
S1 0.9260 0.9264

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

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