CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 0.9327 0.9360 0.0033 0.4% 0.9195
High 0.9365 0.9375 0.0010 0.1% 0.9357
Low 0.9327 0.9301 -0.0026 -0.3% 0.9187
Close 0.9351 0.9363 0.0012 0.1% 0.9333
Range 0.0038 0.0074 0.0036 94.7% 0.0170
ATR 0.0064 0.0064 0.0001 1.2% 0.0000
Volume 206 112 -94 -45.6% 450
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9568 0.9540 0.9404
R3 0.9494 0.9466 0.9383
R2 0.9420 0.9420 0.9377
R1 0.9392 0.9392 0.9370 0.9406
PP 0.9346 0.9346 0.9346 0.9354
S1 0.9318 0.9318 0.9356 0.9332
S2 0.9272 0.9272 0.9349
S3 0.9198 0.9244 0.9343
S4 0.9124 0.9170 0.9322
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 0.9295 0.0088 0.9% 0.0056 0.6% 77% False False 137
10 0.9383 0.9187 0.0196 2.1% 0.0061 0.6% 90% False False 100
20 0.9416 0.9124 0.0292 3.1% 0.0063 0.7% 82% False False 74
40 0.9416 0.8791 0.0625 6.7% 0.0051 0.5% 92% False False 43
60 0.9416 0.8765 0.0651 7.0% 0.0043 0.5% 92% False False 29
80 0.9416 0.8765 0.0651 7.0% 0.0037 0.4% 92% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9690
2.618 0.9569
1.618 0.9495
1.000 0.9449
0.618 0.9421
HIGH 0.9375
0.618 0.9347
0.500 0.9338
0.382 0.9329
LOW 0.9301
0.618 0.9255
1.000 0.9227
1.618 0.9181
2.618 0.9107
4.250 0.8987
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 0.9355 0.9356
PP 0.9346 0.9349
S1 0.9338 0.9342

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

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