CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 0.9555 0.9617 0.0062 0.6% 0.9344
High 0.9634 0.9661 0.0027 0.3% 0.9580
Low 0.9552 0.9518 -0.0034 -0.4% 0.9343
Close 0.9614 0.9528 -0.0086 -0.9% 0.9574
Range 0.0082 0.0143 0.0061 74.4% 0.0237
ATR 0.0064 0.0069 0.0006 8.9% 0.0000
Volume 62 162 100 161.3% 819
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9998 0.9906 0.9607
R3 0.9855 0.9763 0.9567
R2 0.9712 0.9712 0.9554
R1 0.9620 0.9620 0.9541 0.9595
PP 0.9569 0.9569 0.9569 0.9556
S1 0.9477 0.9477 0.9515 0.9452
S2 0.9426 0.9426 0.9502
S3 0.9283 0.9334 0.9489
S4 0.9140 0.9191 0.9449
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 0.9661 0.9442 0.0219 2.3% 0.0084 0.9% 39% True False 133
10 0.9661 0.9301 0.0360 3.8% 0.0069 0.7% 63% True False 165
20 0.9661 0.9187 0.0474 5.0% 0.0064 0.7% 72% True False 128
40 0.9661 0.8791 0.0870 9.1% 0.0061 0.6% 85% True False 81
60 0.9661 0.8765 0.0896 9.4% 0.0050 0.5% 85% True False 55
80 0.9661 0.8765 0.0896 9.4% 0.0044 0.5% 85% True False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.0269
2.618 1.0035
1.618 0.9892
1.000 0.9804
0.618 0.9749
HIGH 0.9661
0.618 0.9606
0.500 0.9590
0.382 0.9573
LOW 0.9518
0.618 0.9430
1.000 0.9375
1.618 0.9287
2.618 0.9144
4.250 0.8910
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 0.9590 0.9590
PP 0.9569 0.9569
S1 0.9549 0.9549

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

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