CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 0.8999 0.9074 0.0075 0.8% 0.9103
High 0.8999 0.9074 0.0075 0.8% 0.9170
Low 0.8999 0.9069 0.0070 0.8% 0.8999
Close 0.8999 0.9069 0.0070 0.8% 0.8999
Range 0.0000 0.0005 0.0005 0.0171
ATR
Volume 1 1 0 0.0% 58
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9086 0.9082 0.9072
R3 0.9081 0.9077 0.9070
R2 0.9076 0.9076 0.9070
R1 0.9072 0.9072 0.9069 0.9072
PP 0.9071 0.9071 0.9071 0.9070
S1 0.9067 0.9067 0.9069 0.9067
S2 0.9066 0.9066 0.9068
S3 0.9061 0.9062 0.9068
S4 0.9056 0.9057 0.9066
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9569 0.9455 0.9093
R3 0.9398 0.9284 0.9046
R2 0.9227 0.9227 0.9030
R1 0.9113 0.9113 0.9015 0.9085
PP 0.9056 0.9056 0.9056 0.9042
S1 0.8942 0.8942 0.8983 0.8914
S2 0.8885 0.8885 0.8968
S3 0.8714 0.8771 0.8952
S4 0.8543 0.8600 0.8905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9170 0.8999 0.0171 1.9% 0.0023 0.3% 41% False False 11
10 0.9319 0.8999 0.0320 3.5% 0.0012 0.1% 22% False False 12
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9095
2.618 0.9087
1.618 0.9082
1.000 0.9079
0.618 0.9077
HIGH 0.9074
0.618 0.9072
0.500 0.9072
0.382 0.9071
LOW 0.9069
0.618 0.9066
1.000 0.9064
1.618 0.9061
2.618 0.9056
4.250 0.9048
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 0.9072 0.9065
PP 0.9071 0.9061
S1 0.9070 0.9057

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

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