CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 0.8930 0.8932 0.0002 0.0% 0.8737
High 0.8978 0.8938 -0.0040 -0.4% 0.8978
Low 0.8901 0.8887 -0.0014 -0.2% 0.8705
Close 0.8938 0.8924 -0.0014 -0.2% 0.8938
Range 0.0077 0.0051 -0.0026 -33.8% 0.0273
ATR 0.0097 0.0093 -0.0003 -3.4% 0.0000
Volume 85,908 48,526 -37,382 -43.5% 464,753
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9069 0.9048 0.8952
R3 0.9018 0.8997 0.8938
R2 0.8967 0.8967 0.8933
R1 0.8946 0.8946 0.8929 0.8931
PP 0.8916 0.8916 0.8916 0.8909
S1 0.8895 0.8895 0.8919 0.8880
S2 0.8865 0.8865 0.8915
S3 0.8814 0.8844 0.8910
S4 0.8763 0.8793 0.8896
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9693 0.9588 0.9088
R3 0.9420 0.9315 0.9013
R2 0.9147 0.9147 0.8988
R1 0.9042 0.9042 0.8963 0.9095
PP 0.8874 0.8874 0.8874 0.8900
S1 0.8769 0.8769 0.8913 0.8822
S2 0.8601 0.8601 0.8888
S3 0.8328 0.8496 0.8863
S4 0.8055 0.8223 0.8788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8978 0.8705 0.0273 3.1% 0.0094 1.1% 80% False False 84,430
10 0.8978 0.8670 0.0308 3.5% 0.0099 1.1% 82% False False 87,145
20 0.9049 0.8632 0.0417 4.7% 0.0099 1.1% 70% False False 93,441
40 0.9049 0.8632 0.0417 4.7% 0.0088 1.0% 70% False False 80,107
60 0.9375 0.8632 0.0743 8.3% 0.0089 1.0% 39% False False 55,992
80 0.9661 0.8632 0.1029 11.5% 0.0084 0.9% 28% False False 42,048
100 0.9661 0.8632 0.1029 11.5% 0.0080 0.9% 28% False False 33,656
120 0.9661 0.8632 0.1029 11.5% 0.0074 0.8% 28% False False 28,050
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.9155
2.618 0.9072
1.618 0.9021
1.000 0.8989
0.618 0.8970
HIGH 0.8938
0.618 0.8919
0.500 0.8913
0.382 0.8906
LOW 0.8887
0.618 0.8855
1.000 0.8836
1.618 0.8804
2.618 0.8753
4.250 0.8670
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 0.8920 0.8933
PP 0.8916 0.8930
S1 0.8913 0.8927

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

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