CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 0.9300 0.9267 -0.0033 -0.4% 0.9360
High 0.9306 0.9267 -0.0039 -0.4% 0.9454
Low 0.9267 0.9198 -0.0069 -0.7% 0.9275
Close 0.9267 0.9220 -0.0047 -0.5% 0.9297
Range 0.0039 0.0069 0.0030 76.9% 0.0179
ATR 0.0070 0.0070 0.0000 -0.1% 0.0000
Volume 392 374 -18 -4.6% 1,115
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9435 0.9397 0.9258
R3 0.9366 0.9328 0.9239
R2 0.9297 0.9297 0.9233
R1 0.9259 0.9259 0.9226 0.9244
PP 0.9228 0.9228 0.9228 0.9221
S1 0.9190 0.9190 0.9214 0.9175
S2 0.9159 0.9159 0.9207
S3 0.9090 0.9121 0.9201
S4 0.9021 0.9052 0.9182
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 0.9198 0.0256 2.8% 0.0072 0.8% 9% False True 330
10 0.9454 0.9198 0.0256 2.8% 0.0068 0.7% 9% False True 281
20 0.9661 0.9198 0.0463 5.0% 0.0070 0.8% 5% False True 217
40 0.9661 0.9187 0.0474 5.1% 0.0066 0.7% 7% False False 153
60 0.9661 0.8791 0.0870 9.4% 0.0059 0.6% 49% False False 109
80 0.9661 0.8765 0.0896 9.7% 0.0052 0.6% 51% False False 82
100 0.9661 0.8765 0.0896 9.7% 0.0045 0.5% 51% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9560
2.618 0.9448
1.618 0.9379
1.000 0.9336
0.618 0.9310
HIGH 0.9267
0.618 0.9241
0.500 0.9233
0.382 0.9224
LOW 0.9198
0.618 0.9155
1.000 0.9129
1.618 0.9086
2.618 0.9017
4.250 0.8905
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 0.9233 0.9299
PP 0.9228 0.9273
S1 0.9224 0.9246

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

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