CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 0.9078 0.9051 -0.0027 -0.3% 0.8900
High 0.9134 0.9062 -0.0072 -0.8% 0.9134
Low 0.9057 0.9008 -0.0049 -0.5% 0.8882
Close 0.9062 0.9011 -0.0051 -0.6% 0.9062
Range 0.0077 0.0054 -0.0023 -29.9% 0.0252
ATR 0.0084 0.0081 -0.0002 -2.5% 0.0000
Volume 96,405 82,503 -13,902 -14.4% 420,341
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9189 0.9154 0.9041
R3 0.9135 0.9100 0.9026
R2 0.9081 0.9081 0.9021
R1 0.9046 0.9046 0.9016 0.9037
PP 0.9027 0.9027 0.9027 0.9022
S1 0.8992 0.8992 0.9006 0.8983
S2 0.8973 0.8973 0.9001
S3 0.8919 0.8938 0.8996
S4 0.8865 0.8884 0.8981
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9782 0.9674 0.9201
R3 0.9530 0.9422 0.9131
R2 0.9278 0.9278 0.9108
R1 0.9170 0.9170 0.9085 0.9224
PP 0.9026 0.9026 0.9026 0.9053
S1 0.8918 0.8918 0.9039 0.8972
S2 0.8774 0.8774 0.9016
S3 0.8522 0.8666 0.8993
S4 0.8270 0.8414 0.8923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9134 0.8902 0.0232 2.6% 0.0083 0.9% 47% False False 85,644
10 0.9134 0.8882 0.0252 2.8% 0.0074 0.8% 51% False False 84,710
20 0.9134 0.8882 0.0252 2.8% 0.0077 0.9% 51% False False 80,274
40 0.9134 0.8632 0.0502 5.6% 0.0090 1.0% 75% False False 88,909
60 0.9134 0.8632 0.0502 5.6% 0.0085 0.9% 75% False False 80,364
80 0.9375 0.8632 0.0743 8.2% 0.0086 1.0% 51% False False 61,460
100 0.9661 0.8632 0.1029 11.4% 0.0083 0.9% 37% False False 49,209
120 0.9661 0.8632 0.1029 11.4% 0.0079 0.9% 37% False False 41,022
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9292
2.618 0.9203
1.618 0.9149
1.000 0.9116
0.618 0.9095
HIGH 0.9062
0.618 0.9041
0.500 0.9035
0.382 0.9029
LOW 0.9008
0.618 0.8975
1.000 0.8954
1.618 0.8921
2.618 0.8867
4.250 0.8779
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 0.9035 0.9051
PP 0.9027 0.9037
S1 0.9019 0.9024

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

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