CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 0.9370 0.9256 -0.0114 -1.2% 0.9300
High 0.9370 0.9262 -0.0108 -1.2% 0.9310
Low 0.9247 0.9130 -0.0117 -1.3% 0.9198
Close 0.9257 0.9150 -0.0107 -1.2% 0.9287
Range 0.0123 0.0132 0.0009 7.3% 0.0112
ATR 0.0076 0.0080 0.0004 5.3% 0.0000
Volume 667 391 -276 -41.4% 1,750
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9577 0.9495 0.9223
R3 0.9445 0.9363 0.9186
R2 0.9313 0.9313 0.9174
R1 0.9231 0.9231 0.9162 0.9206
PP 0.9181 0.9181 0.9181 0.9168
S1 0.9099 0.9099 0.9138 0.9074
S2 0.9049 0.9049 0.9126
S3 0.8917 0.8967 0.9114
S4 0.8785 0.8835 0.9077
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9601 0.9556 0.9349
R3 0.9489 0.9444 0.9318
R2 0.9377 0.9377 0.9308
R1 0.9332 0.9332 0.9297 0.9299
PP 0.9265 0.9265 0.9265 0.9248
S1 0.9220 0.9220 0.9277 0.9187
S2 0.9153 0.9153 0.9266
S3 0.9041 0.9108 0.9256
S4 0.8929 0.8996 0.9225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9375 0.9130 0.0245 2.7% 0.0092 1.0% 8% False True 450
10 0.9400 0.9130 0.0270 3.0% 0.0087 1.0% 7% False True 429
20 0.9527 0.9130 0.0397 4.3% 0.0074 0.8% 5% False True 297
40 0.9661 0.9130 0.0531 5.8% 0.0070 0.8% 4% False True 218
60 0.9661 0.8791 0.0870 9.5% 0.0066 0.7% 41% False False 157
80 0.9661 0.8765 0.0896 9.8% 0.0057 0.6% 43% False False 118
100 0.9661 0.8765 0.0896 9.8% 0.0050 0.5% 43% False False 95
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 0.0008
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.9823
2.618 0.9608
1.618 0.9476
1.000 0.9394
0.618 0.9344
HIGH 0.9262
0.618 0.9212
0.500 0.9196
0.382 0.9180
LOW 0.9130
0.618 0.9048
1.000 0.8998
1.618 0.8916
2.618 0.8784
4.250 0.8569
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 0.9196 0.9253
PP 0.9181 0.9218
S1 0.9165 0.9184

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

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