CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 0.9017 0.9046 0.0029 0.3% 0.9104
High 0.9084 0.9106 0.0022 0.2% 0.9136
Low 0.8996 0.9028 0.0032 0.4% 0.8996
Close 0.9038 0.9038 0.0000 0.0% 0.9038
Range 0.0088 0.0078 -0.0010 -11.4% 0.0140
ATR 0.0082 0.0081 0.0000 -0.3% 0.0000
Volume 1,250 2,013 763 61.0% 4,795
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9291 0.9243 0.9081
R3 0.9213 0.9165 0.9059
R2 0.9135 0.9135 0.9052
R1 0.9087 0.9087 0.9045 0.9072
PP 0.9057 0.9057 0.9057 0.9050
S1 0.9009 0.9009 0.9031 0.8994
S2 0.8979 0.8979 0.9024
S3 0.8901 0.8931 0.9017
S4 0.8823 0.8853 0.8995
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9477 0.9397 0.9115
R3 0.9337 0.9257 0.9077
R2 0.9197 0.9197 0.9064
R1 0.9117 0.9117 0.9051 0.9087
PP 0.9057 0.9057 0.9057 0.9042
S1 0.8977 0.8977 0.9025 0.8947
S2 0.8917 0.8917 0.9012
S3 0.8777 0.8837 0.9000
S4 0.8637 0.8697 0.8961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9136 0.8996 0.0140 1.5% 0.0082 0.9% 30% False False 1,361
10 0.9375 0.8996 0.0379 4.2% 0.0091 1.0% 11% False False 1,254
20 0.9454 0.8996 0.0458 5.1% 0.0082 0.9% 9% False False 770
40 0.9661 0.8996 0.0665 7.4% 0.0073 0.8% 6% False False 471
60 0.9661 0.8996 0.0665 7.4% 0.0069 0.8% 6% False False 331
80 0.9661 0.8791 0.0870 9.6% 0.0061 0.7% 28% False False 251
100 0.9661 0.8765 0.0896 9.9% 0.0054 0.6% 30% False False 201
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9438
2.618 0.9310
1.618 0.9232
1.000 0.9184
0.618 0.9154
HIGH 0.9106
0.618 0.9076
0.500 0.9067
0.382 0.9058
LOW 0.9028
0.618 0.8980
1.000 0.8950
1.618 0.8902
2.618 0.8824
4.250 0.8697
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 0.9067 0.9051
PP 0.9057 0.9047
S1 0.9048 0.9042

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

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