CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 0.9344 0.9411 0.0067 0.7% 0.9337
High 0.9412 0.9453 0.0041 0.4% 0.9383
Low 0.9343 0.9409 0.0066 0.7% 0.9295
Close 0.9385 0.9414 0.0029 0.3% 0.9374
Range 0.0069 0.0044 -0.0025 -36.2% 0.0088
ATR 0.0062 0.0063 0.0000 0.6% 0.0000
Volume 92 126 34 37.0% 769
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9557 0.9530 0.9438
R3 0.9513 0.9486 0.9426
R2 0.9469 0.9469 0.9422
R1 0.9442 0.9442 0.9418 0.9456
PP 0.9425 0.9425 0.9425 0.9432
S1 0.9398 0.9398 0.9410 0.9412
S2 0.9381 0.9381 0.9406
S3 0.9337 0.9354 0.9402
S4 0.9293 0.9310 0.9390
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 0.9453 0.9301 0.0152 1.6% 0.0051 0.5% 74% True False 155
10 0.9453 0.9242 0.0211 2.2% 0.0051 0.5% 82% True False 129
20 0.9453 0.9187 0.0266 2.8% 0.0061 0.7% 85% True False 90
40 0.9453 0.8791 0.0662 7.0% 0.0053 0.6% 94% True False 54
60 0.9453 0.8765 0.0688 7.3% 0.0046 0.5% 94% True False 37
80 0.9453 0.8765 0.0688 7.3% 0.0039 0.4% 94% True False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9640
2.618 0.9568
1.618 0.9524
1.000 0.9497
0.618 0.9480
HIGH 0.9453
0.618 0.9436
0.500 0.9431
0.382 0.9426
LOW 0.9409
0.618 0.9382
1.000 0.9365
1.618 0.9338
2.618 0.9294
4.250 0.9222
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 0.9431 0.9409
PP 0.9425 0.9403
S1 0.9420 0.9398

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

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