CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 0.8972 0.9004 0.0032 0.4% 0.9046
High 0.9017 0.9058 0.0041 0.5% 0.9106
Low 0.8945 0.8929 -0.0016 -0.2% 0.8929
Close 0.9006 0.9038 0.0032 0.4% 0.9038
Range 0.0072 0.0129 0.0057 79.2% 0.0177
ATR 0.0085 0.0088 0.0003 3.7% 0.0000
Volume 5,227 14,295 9,068 173.5% 28,309
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9395 0.9346 0.9109
R3 0.9266 0.9217 0.9073
R2 0.9137 0.9137 0.9062
R1 0.9088 0.9088 0.9050 0.9113
PP 0.9008 0.9008 0.9008 0.9021
S1 0.8959 0.8959 0.9026 0.8984
S2 0.8879 0.8879 0.9014
S3 0.8750 0.8830 0.9003
S4 0.8621 0.8701 0.8967
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9555 0.9474 0.9135
R3 0.9378 0.9297 0.9087
R2 0.9201 0.9201 0.9070
R1 0.9120 0.9120 0.9054 0.9072
PP 0.9024 0.9024 0.9024 0.9001
S1 0.8943 0.8943 0.9022 0.8895
S2 0.8847 0.8847 0.9006
S3 0.8670 0.8766 0.8989
S4 0.8493 0.8589 0.8941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9106 0.8929 0.0177 2.0% 0.0100 1.1% 62% False True 5,661
10 0.9178 0.8929 0.0249 2.8% 0.0093 1.0% 44% False True 3,688
20 0.9400 0.8929 0.0471 5.2% 0.0090 1.0% 23% False True 2,058
40 0.9661 0.8929 0.0732 8.1% 0.0078 0.9% 15% False True 1,115
60 0.9661 0.8929 0.0732 8.1% 0.0073 0.8% 15% False True 768
80 0.9661 0.8791 0.0870 9.6% 0.0064 0.7% 28% False False 579
100 0.9661 0.8765 0.0896 9.9% 0.0057 0.6% 30% False False 464
120 0.9661 0.8765 0.0896 9.9% 0.0051 0.6% 30% False False 388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9606
2.618 0.9396
1.618 0.9267
1.000 0.9187
0.618 0.9138
HIGH 0.9058
0.618 0.9009
0.500 0.8994
0.382 0.8978
LOW 0.8929
0.618 0.8849
1.000 0.8800
1.618 0.8720
2.618 0.8591
4.250 0.8381
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 0.9023 0.9027
PP 0.9008 0.9015
S1 0.8994 0.9004

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

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