CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 0.8923 0.8884 -0.0039 -0.4% 0.8847
High 0.8960 0.8884 -0.0076 -0.8% 0.8858
Low 0.8923 0.8884 -0.0039 -0.4% 0.8802
Close 0.8958 0.8884 -0.0074 -0.8% 0.8858
Range 0.0037 0.0000 -0.0037 -100.0% 0.0056
ATR 0.0038 0.0040 0.0003 6.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8884 0.8884 0.8884
R3 0.8884 0.8884 0.8884
R2 0.8884 0.8884 0.8884
R1 0.8884 0.8884 0.8884 0.8884
PP 0.8884 0.8884 0.8884 0.8884
S1 0.8884 0.8884 0.8884 0.8884
S2 0.8884 0.8884 0.8884
S3 0.8884 0.8884 0.8884
S4 0.8884 0.8884 0.8884
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9007 0.8989 0.8889
R3 0.8951 0.8933 0.8873
R2 0.8895 0.8895 0.8868
R1 0.8877 0.8877 0.8863 0.8886
PP 0.8839 0.8839 0.8839 0.8844
S1 0.8821 0.8821 0.8853 0.8830
S2 0.8783 0.8783 0.8848
S3 0.8727 0.8765 0.8843
S4 0.8671 0.8709 0.8827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8960 0.8855 0.0105 1.2% 0.0007 0.1% 28% False False 2
10 0.8960 0.8802 0.0158 1.8% 0.0004 0.0% 52% False False 2
20 0.8960 0.8750 0.0210 2.4% 0.0005 0.1% 64% False False 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8884
2.618 0.8884
1.618 0.8884
1.000 0.8884
0.618 0.8884
HIGH 0.8884
0.618 0.8884
0.500 0.8884
0.382 0.8884
LOW 0.8884
0.618 0.8884
1.000 0.8884
1.618 0.8884
2.618 0.8884
4.250 0.8884
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 0.8884 0.8922
PP 0.8884 0.8909
S1 0.8884 0.8897

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

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