CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 0.8860 0.8959 0.0099 1.1% 0.9130
High 0.8866 0.8996 0.0130 1.5% 0.9130
Low 0.8860 0.8959 0.0099 1.1% 0.8765
Close 0.8866 0.8996 0.0130 1.5% 0.8784
Range 0.0006 0.0037 0.0031 516.7% 0.0365
ATR 0.0065 0.0069 0.0005 7.2% 0.0000
Volume 1 1 0 0.0% 12
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9095 0.9082 0.9016
R3 0.9058 0.9045 0.9006
R2 0.9021 0.9021 0.9003
R1 0.9008 0.9008 0.8999 0.9015
PP 0.8984 0.8984 0.8984 0.8987
S1 0.8971 0.8971 0.8993 0.8978
S2 0.8947 0.8947 0.8989
S3 0.8910 0.8934 0.8986
S4 0.8873 0.8897 0.8976
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9988 0.9751 0.8985
R3 0.9623 0.9386 0.8884
R2 0.9258 0.9258 0.8851
R1 0.9021 0.9021 0.8817 0.8957
PP 0.8893 0.8893 0.8893 0.8861
S1 0.8656 0.8656 0.8751 0.8592
S2 0.8528 0.8528 0.8717
S3 0.8163 0.8291 0.8684
S4 0.7798 0.7926 0.8583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8996 0.8765 0.0231 2.6% 0.0031 0.3% 100% True False 1
10 0.9130 0.8765 0.0365 4.1% 0.0041 0.5% 63% False False 2
20 0.9153 0.8765 0.0388 4.3% 0.0027 0.3% 60% False False 1
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9153
2.618 0.9093
1.618 0.9056
1.000 0.9033
0.618 0.9019
HIGH 0.8996
0.618 0.8982
0.500 0.8978
0.382 0.8973
LOW 0.8959
0.618 0.8936
1.000 0.8922
1.618 0.8899
2.618 0.8862
4.250 0.8802
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 0.8990 0.8961
PP 0.8984 0.8926
S1 0.8978 0.8891

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

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