CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 0.9047 0.9012 -0.0035 -0.4% 0.8780
High 0.9047 0.9012 -0.0035 -0.4% 0.9091
Low 0.9032 0.8970 -0.0062 -0.7% 0.8780
Close 0.9032 0.8980 -0.0052 -0.6% 0.9091
Range 0.0015 0.0042 0.0027 180.0% 0.0311
ATR 0.0070 0.0070 -0.0001 -0.8% 0.0000
Volume 2 1 -1 -50.0% 9
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9113 0.9089 0.9003
R3 0.9071 0.9047 0.8992
R2 0.9029 0.9029 0.8988
R1 0.9005 0.9005 0.8984 0.8996
PP 0.8987 0.8987 0.8987 0.8983
S1 0.8963 0.8963 0.8976 0.8954
S2 0.8945 0.8945 0.8972
S3 0.8903 0.8921 0.8968
S4 0.8861 0.8879 0.8957
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9920 0.9817 0.9262
R3 0.9609 0.9506 0.9177
R2 0.9298 0.9298 0.9148
R1 0.9195 0.9195 0.9120 0.9247
PP 0.8987 0.8987 0.8987 0.9013
S1 0.8884 0.8884 0.9062 0.8936
S2 0.8676 0.8676 0.9034
S3 0.8365 0.8573 0.9005
S4 0.8054 0.8262 0.8920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9091 0.8860 0.0231 2.6% 0.0036 0.4% 52% False False 1
10 0.9091 0.8765 0.0326 3.6% 0.0036 0.4% 66% False False 2
20 0.9153 0.8765 0.0388 4.3% 0.0030 0.3% 55% False False 1
40 0.9319 0.8765 0.0554 6.2% 0.0024 0.3% 39% False False 6
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 0.9191
2.618 0.9122
1.618 0.9080
1.000 0.9054
0.618 0.9038
HIGH 0.9012
0.618 0.8996
0.500 0.8991
0.382 0.8986
LOW 0.8970
0.618 0.8944
1.000 0.8928
1.618 0.8902
2.618 0.8860
4.250 0.8792
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 0.8991 0.9031
PP 0.8987 0.9014
S1 0.8984 0.8997

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

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