CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 0.8857 0.8865 0.0008 0.1% 0.8813
High 0.8857 0.8879 0.0022 0.2% 0.9005
Low 0.8857 0.8860 0.0003 0.0% 0.8813
Close 0.8857 0.8872 0.0015 0.2% 0.8952
Range 0.0000 0.0019 0.0019 0.0192
ATR 0.0042 0.0040 -0.0001 -3.4% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8927 0.8919 0.8882
R3 0.8908 0.8900 0.8877
R2 0.8889 0.8889 0.8875
R1 0.8881 0.8881 0.8874 0.8885
PP 0.8870 0.8870 0.8870 0.8873
S1 0.8862 0.8862 0.8870 0.8866
S2 0.8851 0.8851 0.8869
S3 0.8832 0.8843 0.8867
S4 0.8813 0.8824 0.8862
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9499 0.9418 0.9058
R3 0.9307 0.9226 0.9005
R2 0.9115 0.9115 0.8987
R1 0.9034 0.9034 0.8970 0.9075
PP 0.8923 0.8923 0.8923 0.8944
S1 0.8842 0.8842 0.8934 0.8883
S2 0.8731 0.8731 0.8917
S3 0.8539 0.8650 0.8899
S4 0.8347 0.8458 0.8846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9005 0.8857 0.0148 1.7% 0.0014 0.2% 10% False False 2
10 0.9005 0.8813 0.0192 2.2% 0.0008 0.1% 31% False False 1
20 0.9005 0.8813 0.0192 2.2% 0.0004 0.0% 31% False False 1
40 0.9005 0.8582 0.0423 4.8% 0.0006 0.1% 69% False False 1
60 0.9005 0.8582 0.0423 4.8% 0.0005 0.1% 69% False False 1
80 0.9231 0.8582 0.0649 7.3% 0.0004 0.0% 45% False False
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8960
2.618 0.8929
1.618 0.8910
1.000 0.8898
0.618 0.8891
HIGH 0.8879
0.618 0.8872
0.500 0.8870
0.382 0.8867
LOW 0.8860
0.618 0.8848
1.000 0.8841
1.618 0.8829
2.618 0.8810
4.250 0.8779
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 0.8871 0.8880
PP 0.8870 0.8877
S1 0.8870 0.8875

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

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