CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 0.9064 0.9020 -0.0044 -0.5% 0.8860
High 0.9066 0.9096 0.0030 0.3% 0.9096
Low 0.9007 0.9020 0.0013 0.1% 0.8860
Close 0.9008 0.9078 0.0070 0.8% 0.9078
Range 0.0059 0.0076 0.0017 28.8% 0.0236
ATR 0.0064 0.0066 0.0002 2.7% 0.0000
Volume 30 87 57 190.0% 121
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9293 0.9261 0.9120
R3 0.9217 0.9185 0.9099
R2 0.9141 0.9141 0.9092
R1 0.9109 0.9109 0.9085 0.9125
PP 0.9065 0.9065 0.9065 0.9073
S1 0.9033 0.9033 0.9071 0.9049
S2 0.8989 0.8989 0.9064
S3 0.8913 0.8957 0.9057
S4 0.8837 0.8881 0.9036
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9719 0.9635 0.9208
R3 0.9483 0.9399 0.9143
R2 0.9247 0.9247 0.9121
R1 0.9163 0.9163 0.9100 0.9205
PP 0.9011 0.9011 0.9011 0.9033
S1 0.8927 0.8927 0.9056 0.8969
S2 0.8775 0.8775 0.9035
S3 0.8539 0.8691 0.9013
S4 0.8303 0.8455 0.8948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9096 0.8791 0.0305 3.4% 0.0062 0.7% 94% True False 28
10 0.9096 0.8791 0.0305 3.4% 0.0046 0.5% 94% True False 17
20 0.9096 0.8791 0.0305 3.4% 0.0034 0.4% 94% True False 9
40 0.9153 0.8765 0.0388 4.3% 0.0031 0.3% 81% False False 5
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 0.9419
2.618 0.9295
1.618 0.9219
1.000 0.9172
0.618 0.9143
HIGH 0.9096
0.618 0.9067
0.500 0.9058
0.382 0.9049
LOW 0.9020
0.618 0.8973
1.000 0.8944
1.618 0.8897
2.618 0.8821
4.250 0.8697
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 0.9071 0.9064
PP 0.9065 0.9050
S1 0.9058 0.9036

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

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