CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 0.8854 0.8846 -0.0008 -0.1% 0.9003
High 0.8882 0.8916 0.0034 0.4% 0.9003
Low 0.8854 0.8846 -0.0008 -0.1% 0.8846
Close 0.8882 0.8916 0.0034 0.4% 0.8916
Range 0.0028 0.0070 0.0042 150.0% 0.0157
ATR 0.0061 0.0062 0.0001 1.0% 0.0000
Volume 4 2 -2 -50.0% 12
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9103 0.9079 0.8955
R3 0.9033 0.9009 0.8935
R2 0.8963 0.8963 0.8929
R1 0.8939 0.8939 0.8922 0.8951
PP 0.8893 0.8893 0.8893 0.8899
S1 0.8869 0.8869 0.8910 0.8881
S2 0.8823 0.8823 0.8903
S3 0.8753 0.8799 0.8897
S4 0.8683 0.8729 0.8878
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9393 0.9311 0.9002
R3 0.9236 0.9154 0.8959
R2 0.9079 0.9079 0.8945
R1 0.8997 0.8997 0.8930 0.8960
PP 0.8922 0.8922 0.8922 0.8903
S1 0.8840 0.8840 0.8902 0.8803
S2 0.8765 0.8765 0.8887
S3 0.8608 0.8683 0.8873
S4 0.8451 0.8526 0.8830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9003 0.8846 0.0157 1.8% 0.0026 0.3% 45% False True 2
10 0.9076 0.8846 0.0230 2.6% 0.0022 0.3% 30% False True 2
20 0.9130 0.8765 0.0365 4.1% 0.0036 0.4% 41% False False 2
40 0.9153 0.8765 0.0388 4.4% 0.0026 0.3% 39% False False 3
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9214
2.618 0.9099
1.618 0.9029
1.000 0.8986
0.618 0.8959
HIGH 0.8916
0.618 0.8889
0.500 0.8881
0.382 0.8873
LOW 0.8846
0.618 0.8803
1.000 0.8776
1.618 0.8733
2.618 0.8663
4.250 0.8549
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 0.8904 0.8907
PP 0.8893 0.8898
S1 0.8881 0.8889

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

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