CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 0.9522 0.9461 -0.0061 -0.6% 0.9553
High 0.9524 0.9461 -0.0063 -0.7% 0.9661
Low 0.9471 0.9388 -0.0083 -0.9% 0.9485
Close 0.9492 0.9396 -0.0096 -1.0% 0.9495
Range 0.0053 0.0073 0.0020 37.7% 0.0176
ATR 0.0067 0.0070 0.0003 3.9% 0.0000
Volume 26 61 35 134.6% 850
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9634 0.9588 0.9436
R3 0.9561 0.9515 0.9416
R2 0.9488 0.9488 0.9409
R1 0.9442 0.9442 0.9403 0.9429
PP 0.9415 0.9415 0.9415 0.9408
S1 0.9369 0.9369 0.9389 0.9356
S2 0.9342 0.9342 0.9383
S3 0.9269 0.9296 0.9376
S4 0.9196 0.9223 0.9356
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0075 0.9961 0.9592
R3 0.9899 0.9785 0.9543
R2 0.9723 0.9723 0.9527
R1 0.9609 0.9609 0.9511 0.9578
PP 0.9547 0.9547 0.9547 0.9532
S1 0.9433 0.9433 0.9479 0.9402
S2 0.9371 0.9371 0.9463
S3 0.9195 0.9257 0.9447
S4 0.9019 0.9081 0.9398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9661 0.9388 0.0273 2.9% 0.0079 0.8% 3% False True 122
10 0.9661 0.9388 0.0273 2.9% 0.0072 0.8% 3% False True 153
20 0.9661 0.9242 0.0419 4.5% 0.0062 0.7% 37% False False 141
40 0.9661 0.8975 0.0686 7.3% 0.0064 0.7% 61% False False 91
60 0.9661 0.8786 0.0875 9.3% 0.0052 0.6% 70% False False 62
80 0.9661 0.8765 0.0896 9.5% 0.0045 0.5% 70% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9771
2.618 0.9652
1.618 0.9579
1.000 0.9534
0.618 0.9506
HIGH 0.9461
0.618 0.9433
0.500 0.9425
0.382 0.9416
LOW 0.9388
0.618 0.9343
1.000 0.9315
1.618 0.9270
2.618 0.9197
4.250 0.9078
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 0.9425 0.9458
PP 0.9415 0.9437
S1 0.9406 0.9417

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

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