CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 0.8879 0.8849 -0.0030 -0.3% 0.8897
High 0.8889 0.8878 -0.0011 -0.1% 0.8916
Low 0.8861 0.8829 -0.0032 -0.4% 0.8772
Close 0.8878 0.8846 -0.0032 -0.4% 0.8867
Range 0.0028 0.0049 0.0021 75.0% 0.0144
ATR 0.0080 0.0078 -0.0002 -2.8% 0.0000
Volume 20,528 12,528 -8,000 -39.0% 377,326
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8998 0.8971 0.8873
R3 0.8949 0.8922 0.8859
R2 0.8900 0.8900 0.8855
R1 0.8873 0.8873 0.8850 0.8862
PP 0.8851 0.8851 0.8851 0.8846
S1 0.8824 0.8824 0.8842 0.8813
S2 0.8802 0.8802 0.8837
S3 0.8753 0.8775 0.8833
S4 0.8704 0.8726 0.8819
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9284 0.9219 0.8946
R3 0.9140 0.9075 0.8907
R2 0.8996 0.8996 0.8893
R1 0.8931 0.8931 0.8880 0.8892
PP 0.8852 0.8852 0.8852 0.8832
S1 0.8787 0.8787 0.8854 0.8748
S2 0.8708 0.8708 0.8841
S3 0.8564 0.8643 0.8827
S4 0.8420 0.8499 0.8788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8911 0.8772 0.0139 1.6% 0.0052 0.6% 53% False False 41,353
10 0.9028 0.8772 0.0256 2.9% 0.0073 0.8% 29% False False 61,978
20 0.9108 0.8772 0.0336 3.8% 0.0082 0.9% 22% False False 38,312
40 0.9454 0.8772 0.0682 7.7% 0.0081 0.9% 11% False False 19,445
60 0.9661 0.8772 0.0889 10.0% 0.0074 0.8% 8% False False 13,011
80 0.9661 0.8772 0.0889 10.0% 0.0072 0.8% 8% False False 9,768
100 0.9661 0.8772 0.0889 10.0% 0.0064 0.7% 8% False False 7,815
120 0.9661 0.8765 0.0896 10.1% 0.0057 0.6% 9% False False 6,513
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9086
2.618 0.9006
1.618 0.8957
1.000 0.8927
0.618 0.8908
HIGH 0.8878
0.618 0.8859
0.500 0.8854
0.382 0.8848
LOW 0.8829
0.618 0.8799
1.000 0.8780
1.618 0.8750
2.618 0.8701
4.250 0.8621
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 0.8854 0.8870
PP 0.8851 0.8862
S1 0.8849 0.8854

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

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