CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 0.9334 0.9327 -0.0007 -0.1% 0.9195
High 0.9383 0.9365 -0.0018 -0.2% 0.9357
Low 0.9317 0.9327 0.0010 0.1% 0.9187
Close 0.9329 0.9351 0.0022 0.2% 0.9333
Range 0.0066 0.0038 -0.0028 -42.4% 0.0170
ATR 0.0066 0.0064 -0.0002 -3.0% 0.0000
Volume 23 206 183 795.7% 450
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9462 0.9444 0.9372
R3 0.9424 0.9406 0.9361
R2 0.9386 0.9386 0.9358
R1 0.9368 0.9368 0.9354 0.9377
PP 0.9348 0.9348 0.9348 0.9352
S1 0.9330 0.9330 0.9348 0.9339
S2 0.9310 0.9310 0.9344
S3 0.9272 0.9292 0.9341
S4 0.9234 0.9254 0.9330
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 0.9383 0.9280 0.0103 1.1% 0.0047 0.5% 69% False False 125
10 0.9383 0.9187 0.0196 2.1% 0.0059 0.6% 84% False False 91
20 0.9416 0.9124 0.0292 3.1% 0.0063 0.7% 78% False False 69
40 0.9416 0.8791 0.0625 6.7% 0.0049 0.5% 90% False False 40
60 0.9416 0.8765 0.0651 7.0% 0.0043 0.5% 90% False False 27
80 0.9416 0.8765 0.0651 7.0% 0.0037 0.4% 90% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9527
2.618 0.9464
1.618 0.9426
1.000 0.9403
0.618 0.9388
HIGH 0.9365
0.618 0.9350
0.500 0.9346
0.382 0.9342
LOW 0.9327
0.618 0.9304
1.000 0.9289
1.618 0.9266
2.618 0.9228
4.250 0.9166
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 0.9349 0.9347
PP 0.9348 0.9343
S1 0.9346 0.9339

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

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