CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 0.9411 0.9436 0.0025 0.3% 0.9337
High 0.9453 0.9462 0.0009 0.1% 0.9383
Low 0.9409 0.9414 0.0005 0.1% 0.9295
Close 0.9414 0.9461 0.0047 0.5% 0.9374
Range 0.0044 0.0048 0.0004 9.1% 0.0088
ATR 0.0063 0.0062 -0.0001 -1.7% 0.0000
Volume 126 421 295 234.1% 769
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9590 0.9573 0.9487
R3 0.9542 0.9525 0.9474
R2 0.9494 0.9494 0.9470
R1 0.9477 0.9477 0.9465 0.9486
PP 0.9446 0.9446 0.9446 0.9450
S1 0.9429 0.9429 0.9457 0.9438
S2 0.9398 0.9398 0.9452
S3 0.9350 0.9381 0.9448
S4 0.9302 0.9333 0.9435
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 0.9462 0.9301 0.0161 1.7% 0.0053 0.6% 99% True False 198
10 0.9462 0.9280 0.0182 1.9% 0.0050 0.5% 99% True False 161
20 0.9462 0.9187 0.0275 2.9% 0.0055 0.6% 100% True False 109
40 0.9462 0.8791 0.0671 7.1% 0.0054 0.6% 100% True False 65
60 0.9462 0.8765 0.0697 7.4% 0.0046 0.5% 100% True False 44
80 0.9462 0.8765 0.0697 7.4% 0.0040 0.4% 100% True False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9666
2.618 0.9588
1.618 0.9540
1.000 0.9510
0.618 0.9492
HIGH 0.9462
0.618 0.9444
0.500 0.9438
0.382 0.9432
LOW 0.9414
0.618 0.9384
1.000 0.9366
1.618 0.9336
2.618 0.9288
4.250 0.9210
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 0.9453 0.9442
PP 0.9446 0.9422
S1 0.9438 0.9403

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

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