CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 0.9380 0.9300 -0.0080 -0.9% 0.9360
High 0.9400 0.9306 -0.0094 -1.0% 0.9454
Low 0.9275 0.9267 -0.0008 -0.1% 0.9275
Close 0.9297 0.9267 -0.0030 -0.3% 0.9297
Range 0.0125 0.0039 -0.0086 -68.8% 0.0179
ATR 0.0072 0.0070 -0.0002 -3.3% 0.0000
Volume 587 392 -195 -33.2% 1,115
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9397 0.9371 0.9288
R3 0.9358 0.9332 0.9278
R2 0.9319 0.9319 0.9274
R1 0.9293 0.9293 0.9271 0.9287
PP 0.9280 0.9280 0.9280 0.9277
S1 0.9254 0.9254 0.9263 0.9248
S2 0.9241 0.9241 0.9260
S3 0.9202 0.9215 0.9256
S4 0.9163 0.9176 0.9246
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 0.9267 0.0187 2.0% 0.0071 0.8% 0% False True 280
10 0.9461 0.9267 0.0194 2.1% 0.0068 0.7% 0% False True 250
20 0.9661 0.9267 0.0394 4.3% 0.0069 0.7% 0% False True 205
40 0.9661 0.9187 0.0474 5.1% 0.0065 0.7% 17% False False 145
60 0.9661 0.8791 0.0870 9.4% 0.0058 0.6% 55% False False 102
80 0.9661 0.8765 0.0896 9.7% 0.0051 0.6% 56% False False 77
100 0.9661 0.8765 0.0896 9.7% 0.0045 0.5% 56% False False 63
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 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9472
2.618 0.9408
1.618 0.9369
1.000 0.9345
0.618 0.9330
HIGH 0.9306
0.618 0.9291
0.500 0.9287
0.382 0.9282
LOW 0.9267
0.618 0.9243
1.000 0.9228
1.618 0.9204
2.618 0.9165
4.250 0.9101
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 0.9287 0.9356
PP 0.9280 0.9326
S1 0.9274 0.9297

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

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