CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 0.8855 0.8951 0.0096 1.1% 0.8909
High 0.8967 0.9049 0.0082 0.9% 0.8967
Low 0.8838 0.8948 0.0110 1.2% 0.8827
Close 0.8954 0.9021 0.0067 0.7% 0.8954
Range 0.0129 0.0101 -0.0028 -21.7% 0.0140
ATR 0.0079 0.0080 0.0002 2.0% 0.0000
Volume 130,562 96,372 -34,190 -26.2% 445,397
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9309 0.9266 0.9077
R3 0.9208 0.9165 0.9049
R2 0.9107 0.9107 0.9040
R1 0.9064 0.9064 0.9030 0.9086
PP 0.9006 0.9006 0.9006 0.9017
S1 0.8963 0.8963 0.9012 0.8985
S2 0.8905 0.8905 0.9002
S3 0.8804 0.8862 0.8993
S4 0.8703 0.8761 0.8965
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9336 0.9285 0.9031
R3 0.9196 0.9145 0.8993
R2 0.9056 0.9056 0.8980
R1 0.9005 0.9005 0.8967 0.9031
PP 0.8916 0.8916 0.8916 0.8929
S1 0.8865 0.8865 0.8941 0.8891
S2 0.8776 0.8776 0.8928
S3 0.8636 0.8725 0.8916
S4 0.8496 0.8585 0.8877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9049 0.8827 0.0222 2.5% 0.0083 0.9% 87% True False 94,108
10 0.9049 0.8789 0.0260 2.9% 0.0083 0.9% 89% True False 76,423
20 0.9049 0.8772 0.0277 3.1% 0.0073 0.8% 90% True False 67,383
40 0.9375 0.8772 0.0603 6.7% 0.0084 0.9% 41% False False 39,664
60 0.9661 0.8772 0.0889 9.9% 0.0080 0.9% 28% False False 26,516
80 0.9661 0.8772 0.0889 9.9% 0.0074 0.8% 28% False False 19,914
100 0.9661 0.8772 0.0889 9.9% 0.0070 0.8% 28% False False 15,936
120 0.9661 0.8765 0.0896 9.9% 0.0063 0.7% 29% False False 13,280
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9478
2.618 0.9313
1.618 0.9212
1.000 0.9150
0.618 0.9111
HIGH 0.9049
0.618 0.9010
0.500 0.8999
0.382 0.8987
LOW 0.8948
0.618 0.8886
1.000 0.8847
1.618 0.8785
2.618 0.8684
4.250 0.8519
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 0.9014 0.8993
PP 0.9006 0.8966
S1 0.8999 0.8938

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

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