CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 0.9247 0.9258 0.0011 0.1% 0.9296
High 0.9294 0.9258 -0.0036 -0.4% 0.9340
Low 0.9240 0.9206 -0.0034 -0.4% 0.9206
Close 0.9257 0.9219 -0.0038 -0.4% 0.9219
Range 0.0054 0.0052 -0.0002 -3.7% 0.0134
ATR 0.0069 0.0068 -0.0001 -1.8% 0.0000
Volume 23 22 -1 -4.3% 131
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9384 0.9353 0.9248
R3 0.9332 0.9301 0.9233
R2 0.9280 0.9280 0.9229
R1 0.9249 0.9249 0.9224 0.9239
PP 0.9228 0.9228 0.9228 0.9222
S1 0.9197 0.9197 0.9214 0.9187
S2 0.9176 0.9176 0.9209
S3 0.9124 0.9145 0.9205
S4 0.9072 0.9093 0.9190
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9657 0.9572 0.9293
R3 0.9523 0.9438 0.9256
R2 0.9389 0.9389 0.9244
R1 0.9304 0.9304 0.9231 0.9280
PP 0.9255 0.9255 0.9255 0.9243
S1 0.9170 0.9170 0.9207 0.9146
S2 0.9121 0.9121 0.9194
S3 0.8987 0.9036 0.9182
S4 0.8853 0.8902 0.9145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9340 0.9206 0.0134 1.5% 0.0044 0.5% 10% False True 26
10 0.9416 0.9190 0.0226 2.5% 0.0066 0.7% 13% False False 45
20 0.9416 0.8791 0.0625 6.8% 0.0061 0.7% 68% False False 35
40 0.9416 0.8765 0.0651 7.1% 0.0044 0.5% 70% False False 19
60 0.9416 0.8765 0.0651 7.1% 0.0038 0.4% 70% False False 14
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9479
2.618 0.9394
1.618 0.9342
1.000 0.9310
0.618 0.9290
HIGH 0.9258
0.618 0.9238
0.500 0.9232
0.382 0.9226
LOW 0.9206
0.618 0.9174
1.000 0.9154
1.618 0.9122
2.618 0.9070
4.250 0.8985
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 0.9232 0.9250
PP 0.9228 0.9240
S1 0.9223 0.9229

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

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