CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 0.9308 0.9337 0.0029 0.3% 0.9195
High 0.9357 0.9349 -0.0008 -0.1% 0.9357
Low 0.9308 0.9295 -0.0013 -0.1% 0.9187
Close 0.9333 0.9341 0.0008 0.1% 0.9333
Range 0.0049 0.0054 0.0005 10.2% 0.0170
ATR 0.0067 0.0066 -0.0001 -1.3% 0.0000
Volume 159 189 30 18.9% 450
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9490 0.9470 0.9371
R3 0.9436 0.9416 0.9356
R2 0.9382 0.9382 0.9351
R1 0.9362 0.9362 0.9346 0.9372
PP 0.9328 0.9328 0.9328 0.9334
S1 0.9308 0.9308 0.9336 0.9318
S2 0.9274 0.9274 0.9331
S3 0.9220 0.9254 0.9326
S4 0.9166 0.9200 0.9311
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9802 0.9738 0.9427
R3 0.9632 0.9568 0.9380
R2 0.9462 0.9462 0.9364
R1 0.9398 0.9398 0.9349 0.9430
PP 0.9292 0.9292 0.9292 0.9309
S1 0.9228 0.9228 0.9317 0.9260
S2 0.9122 0.9122 0.9302
S3 0.8952 0.9058 0.9286
S4 0.8782 0.8888 0.9240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9357 0.9199 0.0158 1.7% 0.0063 0.7% 90% False False 120
10 0.9357 0.9187 0.0170 1.8% 0.0055 0.6% 91% False False 73
20 0.9416 0.9114 0.0302 3.2% 0.0064 0.7% 75% False False 59
40 0.9416 0.8791 0.0625 6.7% 0.0048 0.5% 88% False False 35
60 0.9416 0.8765 0.0651 7.0% 0.0042 0.5% 88% False False 23
80 0.9446 0.8765 0.0681 7.3% 0.0036 0.4% 85% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9579
2.618 0.9490
1.618 0.9436
1.000 0.9403
0.618 0.9382
HIGH 0.9349
0.618 0.9328
0.500 0.9322
0.382 0.9316
LOW 0.9295
0.618 0.9262
1.000 0.9241
1.618 0.9208
2.618 0.9154
4.250 0.9066
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 0.9335 0.9334
PP 0.9328 0.9326
S1 0.9322 0.9319

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

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