CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 0.9360 0.9372 0.0012 0.1% 0.9337
High 0.9375 0.9383 0.0008 0.1% 0.9383
Low 0.9301 0.9353 0.0052 0.6% 0.9295
Close 0.9363 0.9374 0.0011 0.1% 0.9374
Range 0.0074 0.0030 -0.0044 -59.5% 0.0088
ATR 0.0064 0.0062 -0.0002 -3.8% 0.0000
Volume 112 239 127 113.4% 769
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9460 0.9447 0.9391
R3 0.9430 0.9417 0.9382
R2 0.9400 0.9400 0.9380
R1 0.9387 0.9387 0.9377 0.9394
PP 0.9370 0.9370 0.9370 0.9373
S1 0.9357 0.9357 0.9371 0.9364
S2 0.9340 0.9340 0.9369
S3 0.9310 0.9327 0.9366
S4 0.9280 0.9297 0.9358
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9615 0.9582 0.9422
R3 0.9527 0.9494 0.9398
R2 0.9439 0.9439 0.9390
R1 0.9406 0.9406 0.9382 0.9423
PP 0.9351 0.9351 0.9351 0.9359
S1 0.9318 0.9318 0.9366 0.9335
S2 0.9263 0.9263 0.9358
S3 0.9175 0.9230 0.9350
S4 0.9087 0.9142 0.9326
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% 0.0052 0.6% 90% True False 153
10 0.9383 0.9187 0.0196 2.1% 0.0058 0.6% 95% True False 121
20 0.9416 0.9187 0.0229 2.4% 0.0062 0.7% 82% False False 83
40 0.9416 0.8791 0.0625 6.7% 0.0051 0.5% 93% False False 49
60 0.9416 0.8765 0.0651 6.9% 0.0044 0.5% 94% False False 33
80 0.9416 0.8765 0.0651 6.9% 0.0038 0.4% 94% False False 27
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9511
2.618 0.9462
1.618 0.9432
1.000 0.9413
0.618 0.9402
HIGH 0.9383
0.618 0.9372
0.500 0.9368
0.382 0.9364
LOW 0.9353
0.618 0.9334
1.000 0.9323
1.618 0.9304
2.618 0.9274
4.250 0.9226
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 0.9372 0.9363
PP 0.9370 0.9353
S1 0.9368 0.9342

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

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