CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 0.9360 0.9438 0.0078 0.8% 0.9522
High 0.9429 0.9453 0.0024 0.3% 0.9524
Low 0.9360 0.9389 0.0029 0.3% 0.9349
Close 0.9424 0.9410 -0.0014 -0.1% 0.9353
Range 0.0069 0.0064 -0.0005 -7.2% 0.0175
ATR 0.0069 0.0068 0.0000 -0.5% 0.0000
Volume 105 126 21 20.0% 1,020
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9609 0.9574 0.9445
R3 0.9545 0.9510 0.9428
R2 0.9481 0.9481 0.9422
R1 0.9446 0.9446 0.9416 0.9432
PP 0.9417 0.9417 0.9417 0.9410
S1 0.9382 0.9382 0.9404 0.9368
S2 0.9353 0.9353 0.9398
S3 0.9289 0.9318 0.9392
S4 0.9225 0.9254 0.9375
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9934 0.9818 0.9449
R3 0.9759 0.9643 0.9401
R2 0.9584 0.9584 0.9385
R1 0.9468 0.9468 0.9369 0.9439
PP 0.9409 0.9409 0.9409 0.9394
S1 0.9293 0.9293 0.9337 0.9264
S2 0.9234 0.9234 0.9321
S3 0.9059 0.9118 0.9305
S4 0.8884 0.8943 0.9257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9453 0.9349 0.0104 1.1% 0.0063 0.7% 59% True False 232
10 0.9661 0.9349 0.0312 3.3% 0.0071 0.8% 20% False False 177
20 0.9661 0.9301 0.0360 3.8% 0.0065 0.7% 30% False False 173
40 0.9661 0.9124 0.0537 5.7% 0.0064 0.7% 53% False False 117
60 0.9661 0.8791 0.0870 9.2% 0.0054 0.6% 71% False False 81
80 0.9661 0.8765 0.0896 9.5% 0.0049 0.5% 72% False False 61
100 0.9661 0.8765 0.0896 9.5% 0.0042 0.4% 72% False False 51
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 True
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9725
2.618 0.9621
1.618 0.9557
1.000 0.9517
0.618 0.9493
HIGH 0.9453
0.618 0.9429
0.500 0.9421
0.382 0.9413
LOW 0.9389
0.618 0.9349
1.000 0.9325
1.618 0.9285
2.618 0.9221
4.250 0.9117
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 0.9421 0.9407
PP 0.9417 0.9404
S1 0.9414 0.9401

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

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