CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 0.9445 0.9380 -0.0065 -0.7% 0.9360
High 0.9445 0.9400 -0.0045 -0.5% 0.9454
Low 0.9360 0.9275 -0.0085 -0.9% 0.9275
Close 0.9379 0.9297 -0.0082 -0.9% 0.9297
Range 0.0085 0.0125 0.0040 47.1% 0.0179
ATR 0.0068 0.0072 0.0004 5.9% 0.0000
Volume 49 587 538 1,098.0% 1,115
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9699 0.9623 0.9366
R3 0.9574 0.9498 0.9331
R2 0.9449 0.9449 0.9320
R1 0.9373 0.9373 0.9308 0.9349
PP 0.9324 0.9324 0.9324 0.9312
S1 0.9248 0.9248 0.9286 0.9224
S2 0.9199 0.9199 0.9274
S3 0.9074 0.9123 0.9263
S4 0.8949 0.8998 0.9228
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9879 0.9767 0.9395
R3 0.9700 0.9588 0.9346
R2 0.9521 0.9521 0.9330
R1 0.9409 0.9409 0.9313 0.9376
PP 0.9342 0.9342 0.9342 0.9325
S1 0.9230 0.9230 0.9281 0.9197
S2 0.9163 0.9163 0.9264
S3 0.8984 0.9051 0.9248
S4 0.8805 0.8872 0.9199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9454 0.9275 0.0179 1.9% 0.0077 0.8% 12% False True 223
10 0.9524 0.9275 0.0249 2.7% 0.0070 0.7% 9% False True 213
20 0.9661 0.9275 0.0386 4.2% 0.0070 0.8% 6% False True 190
40 0.9661 0.9187 0.0474 5.1% 0.0066 0.7% 23% False False 136
60 0.9661 0.8791 0.0870 9.4% 0.0058 0.6% 58% False False 96
80 0.9661 0.8765 0.0896 9.6% 0.0051 0.5% 59% False False 72
100 0.9661 0.8765 0.0896 9.6% 0.0044 0.5% 59% False False 59
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 False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9931
2.618 0.9727
1.618 0.9602
1.000 0.9525
0.618 0.9477
HIGH 0.9400
0.618 0.9352
0.500 0.9338
0.382 0.9323
LOW 0.9275
0.618 0.9198
1.000 0.9150
1.618 0.9073
2.618 0.8948
4.250 0.8744
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 0.9338 0.9365
PP 0.9324 0.9342
S1 0.9311 0.9320

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

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