CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 0.9412 0.9445 0.0033 0.4% 0.9522
High 0.9454 0.9445 -0.0009 -0.1% 0.9524
Low 0.9412 0.9360 -0.0052 -0.6% 0.9349
Close 0.9451 0.9379 -0.0072 -0.8% 0.9353
Range 0.0042 0.0085 0.0043 102.4% 0.0175
ATR 0.0067 0.0068 0.0002 2.6% 0.0000
Volume 248 49 -199 -80.2% 1,020
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9650 0.9599 0.9426
R3 0.9565 0.9514 0.9402
R2 0.9480 0.9480 0.9395
R1 0.9429 0.9429 0.9387 0.9412
PP 0.9395 0.9395 0.9395 0.9386
S1 0.9344 0.9344 0.9371 0.9327
S2 0.9310 0.9310 0.9363
S3 0.9225 0.9259 0.9356
S4 0.9140 0.9174 0.9332
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% 0.0062 0.7% 29% False False 200
10 0.9527 0.9349 0.0178 1.9% 0.0061 0.6% 17% False False 166
20 0.9661 0.9343 0.0318 3.4% 0.0066 0.7% 11% False False 172
40 0.9661 0.9124 0.0537 5.7% 0.0064 0.7% 47% False False 123
60 0.9661 0.8791 0.0870 9.3% 0.0056 0.6% 68% False False 86
80 0.9661 0.8765 0.0896 9.6% 0.0049 0.5% 69% False False 65
100 0.9661 0.8765 0.0896 9.6% 0.0043 0.5% 69% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9806
2.618 0.9668
1.618 0.9583
1.000 0.9530
0.618 0.9498
HIGH 0.9445
0.618 0.9413
0.500 0.9403
0.382 0.9392
LOW 0.9360
0.618 0.9307
1.000 0.9275
1.618 0.9222
2.618 0.9137
4.250 0.8999
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 0.9403 0.9407
PP 0.9395 0.9398
S1 0.9387 0.9388

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

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