CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 0.9529 0.9553 0.0024 0.3% 0.9344
High 0.9580 0.9583 0.0003 0.0% 0.9580
Low 0.9521 0.9553 0.0032 0.3% 0.9343
Close 0.9574 0.9565 -0.0009 -0.1% 0.9574
Range 0.0059 0.0030 -0.0029 -49.2% 0.0237
ATR 0.0065 0.0062 -0.0002 -3.8% 0.0000
Volume 77 261 184 239.0% 819
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9657 0.9641 0.9582
R3 0.9627 0.9611 0.9573
R2 0.9597 0.9597 0.9571
R1 0.9581 0.9581 0.9568 0.9589
PP 0.9567 0.9567 0.9567 0.9571
S1 0.9551 0.9551 0.9562 0.9559
S2 0.9537 0.9537 0.9560
S3 0.9507 0.9521 0.9557
S4 0.9477 0.9491 0.9549
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 0.9583 0.9409 0.0174 1.8% 0.0058 0.6% 90% True False 197
10 0.9583 0.9301 0.0282 2.9% 0.0057 0.6% 94% True False 166
20 0.9583 0.9187 0.0396 4.1% 0.0056 0.6% 95% True False 119
40 0.9583 0.8791 0.0792 8.3% 0.0056 0.6% 98% True False 76
60 0.9583 0.8765 0.0818 8.6% 0.0049 0.5% 98% True False 51
80 0.9583 0.8765 0.0818 8.6% 0.0041 0.4% 98% True False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9711
2.618 0.9662
1.618 0.9632
1.000 0.9613
0.618 0.9602
HIGH 0.9583
0.618 0.9572
0.500 0.9568
0.382 0.9564
LOW 0.9553
0.618 0.9534
1.000 0.9523
1.618 0.9504
2.618 0.9474
4.250 0.9426
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 0.9568 0.9548
PP 0.9567 0.9530
S1 0.9566 0.9513

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

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