CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 0.9170 0.9115 -0.0055 -0.6% 0.9354
High 0.9170 0.9115 -0.0055 -0.6% 0.9354
Low 0.9100 0.9115 0.0015 0.2% 0.9005
Close 0.9100 0.9115 0.0015 0.2% 0.9079
Range 0.0070 0.0000 -0.0070 -100.0% 0.0349
ATR
Volume 50 1 -49 -98.0% 96
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9115 0.9115 0.9115
R3 0.9115 0.9115 0.9115
R2 0.9115 0.9115 0.9115
R1 0.9115 0.9115 0.9115 0.9115
PP 0.9115 0.9115 0.9115 0.9115
S1 0.9115 0.9115 0.9115 0.9115
S2 0.9115 0.9115 0.9115
S3 0.9115 0.9115 0.9115
S4 0.9115 0.9115 0.9115
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0193 0.9985 0.9271
R3 0.9844 0.9636 0.9175
R2 0.9495 0.9495 0.9143
R1 0.9287 0.9287 0.9111 0.9217
PP 0.9146 0.9146 0.9146 0.9111
S1 0.8938 0.8938 0.9047 0.8868
S2 0.8797 0.8797 0.9015
S3 0.8448 0.8589 0.8983
S4 0.8099 0.8240 0.8887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9170 0.9054 0.0116 1.3% 0.0022 0.2% 53% False False 12
10 0.9446 0.9005 0.0441 4.8% 0.0018 0.2% 25% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9115
2.618 0.9115
1.618 0.9115
1.000 0.9115
0.618 0.9115
HIGH 0.9115
0.618 0.9115
0.500 0.9115
0.382 0.9115
LOW 0.9115
0.618 0.9115
1.000 0.9115
1.618 0.9115
2.618 0.9115
4.250 0.9115
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 0.9115 0.9114
PP 0.9115 0.9113
S1 0.9115 0.9112

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

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