CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 0.9438 0.9412 -0.0026 -0.3% 0.9522
High 0.9453 0.9454 0.0001 0.0% 0.9524
Low 0.9389 0.9412 0.0023 0.2% 0.9349
Close 0.9410 0.9451 0.0041 0.4% 0.9353
Range 0.0064 0.0042 -0.0022 -34.4% 0.0175
ATR 0.0068 0.0067 -0.0002 -2.5% 0.0000
Volume 126 248 122 96.8% 1,020
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9565 0.9550 0.9474
R3 0.9523 0.9508 0.9463
R2 0.9481 0.9481 0.9459
R1 0.9466 0.9466 0.9455 0.9474
PP 0.9439 0.9439 0.9439 0.9443
S1 0.9424 0.9424 0.9447 0.9432
S2 0.9397 0.9397 0.9443
S3 0.9355 0.9382 0.9439
S4 0.9313 0.9340 0.9428
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 0.9454 0.9349 0.0105 1.1% 0.0058 0.6% 97% True False 224
10 0.9575 0.9349 0.0226 2.4% 0.0061 0.6% 45% False False 186
20 0.9661 0.9301 0.0360 3.8% 0.0065 0.7% 42% False False 175
40 0.9661 0.9124 0.0537 5.7% 0.0064 0.7% 61% False False 122
60 0.9661 0.8791 0.0870 9.2% 0.0054 0.6% 76% False False 85
80 0.9661 0.8765 0.0896 9.5% 0.0048 0.5% 77% False False 64
100 0.9661 0.8765 0.0896 9.5% 0.0042 0.4% 77% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9633
2.618 0.9564
1.618 0.9522
1.000 0.9496
0.618 0.9480
HIGH 0.9454
0.618 0.9438
0.500 0.9433
0.382 0.9428
LOW 0.9412
0.618 0.9386
1.000 0.9370
1.618 0.9344
2.618 0.9302
4.250 0.9234
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 0.9445 0.9436
PP 0.9439 0.9422
S1 0.9433 0.9407

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

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