CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 0.8857 0.8856 -0.0001 0.0% 0.9003
High 0.8868 0.8856 -0.0012 -0.1% 0.9003
Low 0.8855 0.8791 -0.0064 -0.7% 0.8846
Close 0.8868 0.8831 -0.0037 -0.4% 0.8916
Range 0.0013 0.0065 0.0052 400.0% 0.0157
ATR 0.0058 0.0059 0.0001 2.4% 0.0000
Volume 2 3 1 50.0% 12
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9021 0.8991 0.8867
R3 0.8956 0.8926 0.8849
R2 0.8891 0.8891 0.8843
R1 0.8861 0.8861 0.8837 0.8844
PP 0.8826 0.8826 0.8826 0.8817
S1 0.8796 0.8796 0.8825 0.8779
S2 0.8761 0.8761 0.8819
S3 0.8696 0.8731 0.8813
S4 0.8631 0.8666 0.8795
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 0.8916 0.8791 0.0125 1.4% 0.0035 0.4% 32% False True 2
10 0.9076 0.8791 0.0285 3.2% 0.0025 0.3% 14% False True 2
20 0.9091 0.8765 0.0326 3.7% 0.0028 0.3% 20% False False 2
40 0.9153 0.8765 0.0388 4.4% 0.0026 0.3% 17% False False 3
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9132
2.618 0.9026
1.618 0.8961
1.000 0.8921
0.618 0.8896
HIGH 0.8856
0.618 0.8831
0.500 0.8824
0.382 0.8816
LOW 0.8791
0.618 0.8751
1.000 0.8726
1.618 0.8686
2.618 0.8621
4.250 0.8515
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 0.8829 0.8854
PP 0.8826 0.8846
S1 0.8824 0.8839

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

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