CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 0.9121 0.9130 0.0009 0.1% 0.9101
High 0.9121 0.9130 0.0009 0.1% 0.9153
Low 0.9121 0.9065 -0.0056 -0.6% 0.9016
Close 0.9121 0.9065 -0.0056 -0.6% 0.9121
Range 0.0000 0.0065 0.0065 0.0137
ATR 0.0071 0.0070 0.0000 -0.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9282 0.9238 0.9101
R3 0.9217 0.9173 0.9083
R2 0.9152 0.9152 0.9077
R1 0.9108 0.9108 0.9071 0.9098
PP 0.9087 0.9087 0.9087 0.9081
S1 0.9043 0.9043 0.9059 0.9033
S2 0.9022 0.9022 0.9053
S3 0.8957 0.8978 0.9047
S4 0.8892 0.8913 0.9029
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9508 0.9451 0.9196
R3 0.9371 0.9314 0.9159
R2 0.9234 0.9234 0.9146
R1 0.9177 0.9177 0.9134 0.9206
PP 0.9097 0.9097 0.9097 0.9111
S1 0.9040 0.9040 0.9108 0.9069
S2 0.8960 0.8960 0.9096
S3 0.8823 0.8903 0.9083
S4 0.8686 0.8766 0.9046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9153 0.9016 0.0137 1.5% 0.0021 0.2% 36% False False 1
10 0.9153 0.9016 0.0137 1.5% 0.0020 0.2% 36% False False 1
20 0.9153 0.8908 0.0245 2.7% 0.0019 0.2% 64% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9406
2.618 0.9300
1.618 0.9235
1.000 0.9195
0.618 0.9170
HIGH 0.9130
0.618 0.9105
0.500 0.9098
0.382 0.9090
LOW 0.9065
0.618 0.9025
1.000 0.9000
1.618 0.8960
2.618 0.8895
4.250 0.8789
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 0.9098 0.9098
PP 0.9087 0.9087
S1 0.9076 0.9076

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

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