CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 0.9258 0.9195 -0.0063 -0.7% 0.9296
High 0.9258 0.9250 -0.0008 -0.1% 0.9340
Low 0.9206 0.9187 -0.0019 -0.2% 0.9206
Close 0.9219 0.9226 0.0007 0.1% 0.9219
Range 0.0052 0.0063 0.0011 21.2% 0.0134
ATR 0.0068 0.0068 0.0000 -0.5% 0.0000
Volume 22 35 13 59.1% 131
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9410 0.9381 0.9261
R3 0.9347 0.9318 0.9243
R2 0.9284 0.9284 0.9238
R1 0.9255 0.9255 0.9232 0.9270
PP 0.9221 0.9221 0.9221 0.9228
S1 0.9192 0.9192 0.9220 0.9207
S2 0.9158 0.9158 0.9214
S3 0.9095 0.9129 0.9209
S4 0.9032 0.9066 0.9191
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 0.9314 0.9187 0.0127 1.4% 0.0047 0.5% 31% False True 25
10 0.9416 0.9187 0.0229 2.5% 0.0065 0.7% 17% False True 45
20 0.9416 0.8860 0.0556 6.0% 0.0064 0.7% 66% False False 36
40 0.9416 0.8780 0.0636 6.9% 0.0045 0.5% 70% False False 20
60 0.9416 0.8765 0.0651 7.1% 0.0037 0.4% 71% False False 14
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 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9518
2.618 0.9415
1.618 0.9352
1.000 0.9313
0.618 0.9289
HIGH 0.9250
0.618 0.9226
0.500 0.9219
0.382 0.9211
LOW 0.9187
0.618 0.9148
1.000 0.9124
1.618 0.9085
2.618 0.9022
4.250 0.8919
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 0.9224 0.9241
PP 0.9221 0.9236
S1 0.9219 0.9231

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

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