CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 0.9130 0.9048 -0.0082 -0.9% 0.9101
High 0.9130 0.9048 -0.0082 -0.9% 0.9153
Low 0.9065 0.8931 -0.0134 -1.5% 0.9016
Close 0.9065 0.8931 -0.0134 -1.5% 0.9121
Range 0.0065 0.0117 0.0052 80.0% 0.0137
ATR 0.0070 0.0075 0.0005 6.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 0.9321 0.9243 0.8995
R3 0.9204 0.9126 0.8963
R2 0.9087 0.9087 0.8952
R1 0.9009 0.9009 0.8942 0.8990
PP 0.8970 0.8970 0.8970 0.8960
S1 0.8892 0.8892 0.8920 0.8873
S2 0.8853 0.8853 0.8910
S3 0.8736 0.8775 0.8899
S4 0.8619 0.8658 0.8867
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 0.9130 0.8931 0.0199 2.2% 0.0036 0.4% 0% False True 1
10 0.9153 0.8931 0.0222 2.5% 0.0024 0.3% 0% False True 1
20 0.9153 0.8908 0.0245 2.7% 0.0025 0.3% 9% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.9545
2.618 0.9354
1.618 0.9237
1.000 0.9165
0.618 0.9120
HIGH 0.9048
0.618 0.9003
0.500 0.8990
0.382 0.8976
LOW 0.8931
0.618 0.8859
1.000 0.8814
1.618 0.8742
2.618 0.8625
4.250 0.8434
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 0.8990 0.9031
PP 0.8970 0.8997
S1 0.8951 0.8964

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

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