CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 0.9200 0.9212 0.0012 0.1% 0.8860
High 0.9220 0.9212 -0.0008 -0.1% 0.9096
Low 0.9196 0.9124 -0.0072 -0.8% 0.8860
Close 0.9220 0.9158 -0.0062 -0.7% 0.9078
Range 0.0024 0.0088 0.0064 266.7% 0.0236
ATR 0.0063 0.0065 0.0002 3.8% 0.0000
Volume 18 8 -10 -55.6% 121
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9429 0.9381 0.9206
R3 0.9341 0.9293 0.9182
R2 0.9253 0.9253 0.9174
R1 0.9205 0.9205 0.9166 0.9185
PP 0.9165 0.9165 0.9165 0.9155
S1 0.9117 0.9117 0.9150 0.9097
S2 0.9077 0.9077 0.9142
S3 0.8989 0.9029 0.9134
S4 0.8901 0.8941 0.9110
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 0.9220 0.9020 0.0200 2.2% 0.0058 0.6% 69% False False 27
10 0.9220 0.8791 0.0429 4.7% 0.0052 0.6% 86% False False 21
20 0.9220 0.8791 0.0429 4.7% 0.0038 0.4% 86% False False 12
40 0.9220 0.8765 0.0455 5.0% 0.0034 0.4% 86% False False 6
60 0.9220 0.8765 0.0455 5.0% 0.0029 0.3% 86% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.9586
2.618 0.9442
1.618 0.9354
1.000 0.9300
0.618 0.9266
HIGH 0.9212
0.618 0.9178
0.500 0.9168
0.382 0.9158
LOW 0.9124
0.618 0.9070
1.000 0.9036
1.618 0.8982
2.618 0.8894
4.250 0.8750
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 0.9168 0.9167
PP 0.9165 0.9164
S1 0.9161 0.9161

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

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