CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 0.9458 0.9529 0.0071 0.8% 0.9344
High 0.9550 0.9580 0.0030 0.3% 0.9580
Low 0.9442 0.9521 0.0079 0.8% 0.9343
Close 0.9543 0.9574 0.0031 0.3% 0.9574
Range 0.0108 0.0059 -0.0049 -45.4% 0.0237
ATR 0.0065 0.0065 0.0000 -0.7% 0.0000
Volume 103 77 -26 -25.2% 819
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9735 0.9714 0.9606
R3 0.9676 0.9655 0.9590
R2 0.9617 0.9617 0.9585
R1 0.9596 0.9596 0.9579 0.9607
PP 0.9558 0.9558 0.9558 0.9564
S1 0.9537 0.9537 0.9569 0.9548
S2 0.9499 0.9499 0.9563
S3 0.9440 0.9478 0.9558
S4 0.9381 0.9419 0.9542
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0210 1.0129 0.9704
R3 0.9973 0.9892 0.9639
R2 0.9736 0.9736 0.9617
R1 0.9655 0.9655 0.9596 0.9696
PP 0.9499 0.9499 0.9499 0.9519
S1 0.9418 0.9418 0.9552 0.9459
S2 0.9262 0.9262 0.9531
S3 0.9025 0.9181 0.9509
S4 0.8788 0.8944 0.9444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9580 0.9343 0.0237 2.5% 0.0066 0.7% 97% True False 163
10 0.9580 0.9295 0.0285 3.0% 0.0059 0.6% 98% True False 158
20 0.9580 0.9187 0.0393 4.1% 0.0057 0.6% 98% True False 108
40 0.9580 0.8791 0.0789 8.2% 0.0057 0.6% 99% True False 69
60 0.9580 0.8765 0.0815 8.5% 0.0049 0.5% 99% True False 47
80 0.9580 0.8765 0.0815 8.5% 0.0041 0.4% 99% True False 36
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9831
2.618 0.9734
1.618 0.9675
1.000 0.9639
0.618 0.9616
HIGH 0.9580
0.618 0.9557
0.500 0.9551
0.382 0.9544
LOW 0.9521
0.618 0.9485
1.000 0.9462
1.618 0.9426
2.618 0.9367
4.250 0.9270
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 0.9566 0.9548
PP 0.9558 0.9523
S1 0.9551 0.9497

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

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