CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 0.9553 0.9555 0.0002 0.0% 0.9344
High 0.9583 0.9634 0.0051 0.5% 0.9580
Low 0.9553 0.9552 -0.0001 0.0% 0.9343
Close 0.9565 0.9614 0.0049 0.5% 0.9574
Range 0.0030 0.0082 0.0052 173.3% 0.0237
ATR 0.0062 0.0064 0.0001 2.3% 0.0000
Volume 261 62 -199 -76.2% 819
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9846 0.9812 0.9659
R3 0.9764 0.9730 0.9637
R2 0.9682 0.9682 0.9629
R1 0.9648 0.9648 0.9622 0.9665
PP 0.9600 0.9600 0.9600 0.9609
S1 0.9566 0.9566 0.9606 0.9583
S2 0.9518 0.9518 0.9599
S3 0.9436 0.9484 0.9591
S4 0.9354 0.9402 0.9569
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 0.9634 0.9414 0.0220 2.3% 0.0065 0.7% 91% True False 184
10 0.9634 0.9301 0.0333 3.5% 0.0058 0.6% 94% True False 169
20 0.9634 0.9187 0.0447 4.6% 0.0058 0.6% 96% True False 122
40 0.9634 0.8791 0.0843 8.8% 0.0058 0.6% 98% True False 77
60 0.9634 0.8765 0.0869 9.0% 0.0050 0.5% 98% True False 52
80 0.9634 0.8765 0.0869 9.0% 0.0042 0.4% 98% True False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9983
2.618 0.9849
1.618 0.9767
1.000 0.9716
0.618 0.9685
HIGH 0.9634
0.618 0.9603
0.500 0.9593
0.382 0.9583
LOW 0.9552
0.618 0.9501
1.000 0.9470
1.618 0.9419
2.618 0.9337
4.250 0.9204
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 0.9607 0.9602
PP 0.9600 0.9590
S1 0.9593 0.9578

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

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