CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 0.9220 0.9277 0.0057 0.6% 0.9360
High 0.9295 0.9310 0.0015 0.2% 0.9454
Low 0.9206 0.9220 0.0014 0.2% 0.9275
Close 0.9246 0.9242 -0.0004 0.0% 0.9297
Range 0.0089 0.0090 0.0001 1.1% 0.0179
ATR 0.0071 0.0073 0.0001 1.9% 0.0000
Volume 470 217 -253 -53.8% 1,115
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9527 0.9475 0.9292
R3 0.9437 0.9385 0.9267
R2 0.9347 0.9347 0.9259
R1 0.9295 0.9295 0.9250 0.9276
PP 0.9257 0.9257 0.9257 0.9248
S1 0.9205 0.9205 0.9234 0.9186
S2 0.9167 0.9167 0.9226
S3 0.9077 0.9115 0.9217
S4 0.8987 0.9025 0.9193
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 0.9400 0.9198 0.0202 2.2% 0.0082 0.9% 22% False False 408
10 0.9454 0.9198 0.0256 2.8% 0.0072 0.8% 17% False False 304
20 0.9661 0.9198 0.0463 5.0% 0.0071 0.8% 10% False False 225
40 0.9661 0.9187 0.0474 5.1% 0.0063 0.7% 12% False False 167
60 0.9661 0.8791 0.0870 9.4% 0.0061 0.7% 52% False False 120
80 0.9661 0.8765 0.0896 9.7% 0.0054 0.6% 53% False False 90
100 0.9661 0.8765 0.0896 9.7% 0.0047 0.5% 53% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9693
2.618 0.9546
1.618 0.9456
1.000 0.9400
0.618 0.9366
HIGH 0.9310
0.618 0.9276
0.500 0.9265
0.382 0.9254
LOW 0.9220
0.618 0.9164
1.000 0.9130
1.618 0.9074
2.618 0.8984
4.250 0.8838
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 0.9265 0.9254
PP 0.9257 0.9250
S1 0.9250 0.9246

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

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