CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 0.8782 0.8740 -0.0042 -0.5% 0.8951
High 0.8794 0.8806 0.0012 0.1% 0.9049
Low 0.8730 0.8724 -0.0006 -0.1% 0.8730
Close 0.8737 0.8770 0.0033 0.4% 0.8737
Range 0.0064 0.0082 0.0018 28.1% 0.0319
ATR 0.0084 0.0084 0.0000 -0.2% 0.0000
Volume 70,544 112,424 41,880 59.4% 473,730
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9013 0.8973 0.8815
R3 0.8931 0.8891 0.8793
R2 0.8849 0.8849 0.8785
R1 0.8809 0.8809 0.8778 0.8829
PP 0.8767 0.8767 0.8767 0.8777
S1 0.8727 0.8727 0.8762 0.8747
S2 0.8685 0.8685 0.8755
S3 0.8603 0.8645 0.8747
S4 0.8521 0.8563 0.8725
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9796 0.9585 0.8912
R3 0.9477 0.9266 0.8825
R2 0.9158 0.9158 0.8795
R1 0.8947 0.8947 0.8766 0.8893
PP 0.8839 0.8839 0.8839 0.8812
S1 0.8628 0.8628 0.8708 0.8574
S2 0.8520 0.8520 0.8679
S3 0.8201 0.8309 0.8649
S4 0.7882 0.7990 0.8562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9021 0.8724 0.0297 3.4% 0.0093 1.1% 15% False True 97,956
10 0.9049 0.8724 0.0325 3.7% 0.0088 1.0% 14% False True 96,032
20 0.9049 0.8724 0.0325 3.7% 0.0078 0.9% 14% False True 72,145
40 0.9262 0.8724 0.0538 6.1% 0.0085 1.0% 9% False True 51,857
60 0.9575 0.8724 0.0851 9.7% 0.0081 0.9% 5% False True 34,668
80 0.9661 0.8724 0.0937 10.7% 0.0077 0.9% 5% False True 26,033
100 0.9661 0.8724 0.0937 10.7% 0.0073 0.8% 5% False True 20,833
120 0.9661 0.8724 0.0937 10.7% 0.0065 0.7% 5% False True 17,361
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9155
2.618 0.9021
1.618 0.8939
1.000 0.8888
0.618 0.8857
HIGH 0.8806
0.618 0.8775
0.500 0.8765
0.382 0.8755
LOW 0.8724
0.618 0.8673
1.000 0.8642
1.618 0.8591
2.618 0.8509
4.250 0.8376
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 0.8768 0.8801
PP 0.8767 0.8790
S1 0.8765 0.8780

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

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