CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 0.9436 0.9458 0.0022 0.2% 0.9337
High 0.9462 0.9550 0.0088 0.9% 0.9383
Low 0.9414 0.9442 0.0028 0.3% 0.9295
Close 0.9461 0.9543 0.0082 0.9% 0.9374
Range 0.0048 0.0108 0.0060 125.0% 0.0088
ATR 0.0062 0.0065 0.0003 5.3% 0.0000
Volume 421 103 -318 -75.5% 769
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9836 0.9797 0.9602
R3 0.9728 0.9689 0.9573
R2 0.9620 0.9620 0.9563
R1 0.9581 0.9581 0.9553 0.9601
PP 0.9512 0.9512 0.9512 0.9521
S1 0.9473 0.9473 0.9533 0.9493
S2 0.9404 0.9404 0.9523
S3 0.9296 0.9365 0.9513
S4 0.9188 0.9257 0.9484
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 0.9550 0.9343 0.0207 2.2% 0.0060 0.6% 97% True False 196
10 0.9550 0.9295 0.0255 2.7% 0.0058 0.6% 97% True False 167
20 0.9550 0.9187 0.0363 3.8% 0.0056 0.6% 98% True False 109
40 0.9550 0.8791 0.0759 8.0% 0.0056 0.6% 99% True False 67
60 0.9550 0.8765 0.0785 8.2% 0.0048 0.5% 99% True False 45
80 0.9550 0.8765 0.0785 8.2% 0.0041 0.4% 99% True False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0009
2.618 0.9833
1.618 0.9725
1.000 0.9658
0.618 0.9617
HIGH 0.9550
0.618 0.9509
0.500 0.9496
0.382 0.9483
LOW 0.9442
0.618 0.9375
1.000 0.9334
1.618 0.9267
2.618 0.9159
4.250 0.8983
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 0.9527 0.9522
PP 0.9512 0.9501
S1 0.9496 0.9480

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

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