CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 0.8912 0.8954 0.0042 0.5% 0.8987
High 0.8912 0.8954 0.0042 0.5% 0.9037
Low 0.8912 0.8954 0.0042 0.5% 0.8912
Close 0.8912 0.8954 0.0042 0.5% 0.8912
Range
ATR 0.0079 0.0076 -0.0003 -3.3% 0.0000
Volume 1 1 0 0.0% 63
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.8954 0.8954 0.8954
R3 0.8954 0.8954 0.8954
R2 0.8954 0.8954 0.8954
R1 0.8954 0.8954 0.8954 0.8954
PP 0.8954 0.8954 0.8954 0.8954
S1 0.8954 0.8954 0.8954 0.8954
S2 0.8954 0.8954 0.8954
S3 0.8954 0.8954 0.8954
S4 0.8954 0.8954 0.8954
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9329 0.9245 0.8981
R3 0.9204 0.9120 0.8946
R2 0.9079 0.9079 0.8935
R1 0.8995 0.8995 0.8923 0.8975
PP 0.8954 0.8954 0.8954 0.8943
S1 0.8870 0.8870 0.8901 0.8850
S2 0.8829 0.8829 0.8889
S3 0.8704 0.8745 0.8878
S4 0.8579 0.8620 0.8843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9037 0.8912 0.0125 1.4% 0.0003 0.0% 34% False False 6
10 0.9074 0.8908 0.0166 1.9% 0.0018 0.2% 28% False False 9
20 0.9354 0.8908 0.0446 5.0% 0.0015 0.2% 10% False False 12
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 0.8954
2.618 0.8954
1.618 0.8954
1.000 0.8954
0.618 0.8954
HIGH 0.8954
0.618 0.8954
0.500 0.8954
0.382 0.8954
LOW 0.8954
0.618 0.8954
1.000 0.8954
1.618 0.8954
2.618 0.8954
4.250 0.8954
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 0.8954 0.8970
PP 0.8954 0.8964
S1 0.8954 0.8959

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

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