CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 0.8847 0.8802 -0.0045 -0.5% 0.8750
High 0.8847 0.8802 -0.0045 -0.5% 0.8924
Low 0.8847 0.8802 -0.0045 -0.5% 0.8750
Close 0.8847 0.8802 -0.0045 -0.5% 0.8897
Range
ATR 0.0039 0.0040 0.0000 1.0% 0.0000
Volume 2 2 0 0.0% 18
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8802 0.8802 0.8802
R3 0.8802 0.8802 0.8802
R2 0.8802 0.8802 0.8802
R1 0.8802 0.8802 0.8802 0.8802
PP 0.8802 0.8802 0.8802 0.8802
S1 0.8802 0.8802 0.8802 0.8802
S2 0.8802 0.8802 0.8802
S3 0.8802 0.8802 0.8802
S4 0.8802 0.8802 0.8802
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9379 0.9312 0.8993
R3 0.9205 0.9138 0.8945
R2 0.9031 0.9031 0.8929
R1 0.8964 0.8964 0.8913 0.8998
PP 0.8857 0.8857 0.8857 0.8874
S1 0.8790 0.8790 0.8881 0.8824
S2 0.8683 0.8683 0.8865
S3 0.8509 0.8616 0.8849
S4 0.8335 0.8442 0.8801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8924 0.8802 0.0122 1.4% 0.0000 0.0% 0% False True 2
10 0.8924 0.8750 0.0174 2.0% 0.0001 0.0% 30% False False 5
20 0.8924 0.8750 0.0174 2.0% 0.0004 0.0% 30% False False 4
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8802
2.618 0.8802
1.618 0.8802
1.000 0.8802
0.618 0.8802
HIGH 0.8802
0.618 0.8802
0.500 0.8802
0.382 0.8802
LOW 0.8802
0.618 0.8802
1.000 0.8802
1.618 0.8802
2.618 0.8802
4.250 0.8802
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 0.8802 0.8850
PP 0.8802 0.8834
S1 0.8802 0.8818

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

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