CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 0.9295 0.9290 -0.0005 -0.1% 0.9296
High 0.9295 0.9309 0.0014 0.2% 0.9340
Low 0.9242 0.9280 0.0038 0.4% 0.9206
Close 0.9287 0.9303 0.0016 0.2% 0.9219
Range 0.0053 0.0029 -0.0024 -45.3% 0.0134
ATR 0.0070 0.0068 -0.0003 -4.2% 0.0000
Volume 99 50 -49 -49.5% 131
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9384 0.9373 0.9319
R3 0.9355 0.9344 0.9311
R2 0.9326 0.9326 0.9308
R1 0.9315 0.9315 0.9306 0.9321
PP 0.9297 0.9297 0.9297 0.9300
S1 0.9286 0.9286 0.9300 0.9292
S2 0.9268 0.9268 0.9298
S3 0.9239 0.9257 0.9295
S4 0.9210 0.9228 0.9287
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 0.9327 0.9187 0.0140 1.5% 0.0065 0.7% 83% False False 62
10 0.9340 0.9187 0.0153 1.6% 0.0053 0.6% 76% False False 51
20 0.9416 0.9020 0.0396 4.3% 0.0063 0.7% 71% False False 47
40 0.9416 0.8791 0.0625 6.7% 0.0048 0.5% 82% False False 26
60 0.9416 0.8765 0.0651 7.0% 0.0040 0.4% 83% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9432
2.618 0.9385
1.618 0.9356
1.000 0.9338
0.618 0.9327
HIGH 0.9309
0.618 0.9298
0.500 0.9295
0.382 0.9291
LOW 0.9280
0.618 0.9262
1.000 0.9251
1.618 0.9233
2.618 0.9204
4.250 0.9157
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 0.9300 0.9290
PP 0.9297 0.9276
S1 0.9295 0.9263

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

View Archives - Comment on this page... - Back to Index of Symbols