CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 0.9372 0.9344 -0.0028 -0.3% 0.9337
High 0.9383 0.9412 0.0029 0.3% 0.9383
Low 0.9353 0.9343 -0.0010 -0.1% 0.9295
Close 0.9374 0.9385 0.0011 0.1% 0.9374
Range 0.0030 0.0069 0.0039 130.0% 0.0088
ATR 0.0062 0.0062 0.0001 0.8% 0.0000
Volume 239 92 -147 -61.5% 769
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9587 0.9555 0.9423
R3 0.9518 0.9486 0.9404
R2 0.9449 0.9449 0.9398
R1 0.9417 0.9417 0.9391 0.9433
PP 0.9380 0.9380 0.9380 0.9388
S1 0.9348 0.9348 0.9379 0.9364
S2 0.9311 0.9311 0.9372
S3 0.9242 0.9279 0.9366
S4 0.9173 0.9210 0.9347
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 0.9412 0.9301 0.0111 1.2% 0.0055 0.6% 76% True False 134
10 0.9412 0.9199 0.0213 2.3% 0.0059 0.6% 87% True False 127
20 0.9416 0.9187 0.0229 2.4% 0.0062 0.7% 86% False False 86
40 0.9416 0.8791 0.0625 6.7% 0.0052 0.6% 95% False False 51
60 0.9416 0.8765 0.0651 6.9% 0.0045 0.5% 95% False False 35
80 0.9416 0.8765 0.0651 6.9% 0.0039 0.4% 95% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9705
2.618 0.9593
1.618 0.9524
1.000 0.9481
0.618 0.9455
HIGH 0.9412
0.618 0.9386
0.500 0.9378
0.382 0.9369
LOW 0.9343
0.618 0.9300
1.000 0.9274
1.618 0.9231
2.618 0.9162
4.250 0.9050
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 0.9383 0.9376
PP 0.9380 0.9366
S1 0.9378 0.9357

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

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