CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 0.9212 0.9165 -0.0047 -0.5% 0.9103
High 0.9212 0.9165 -0.0047 -0.5% 0.9220
Low 0.9124 0.9124 0.0000 0.0% 0.9103
Close 0.9158 0.9142 -0.0016 -0.2% 0.9142
Range 0.0088 0.0041 -0.0047 -53.4% 0.0117
ATR 0.0065 0.0063 -0.0002 -2.6% 0.0000
Volume 8 64 56 700.0% 116
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9267 0.9245 0.9165
R3 0.9226 0.9204 0.9153
R2 0.9185 0.9185 0.9150
R1 0.9163 0.9163 0.9146 0.9154
PP 0.9144 0.9144 0.9144 0.9139
S1 0.9122 0.9122 0.9138 0.9113
S2 0.9103 0.9103 0.9134
S3 0.9062 0.9081 0.9131
S4 0.9021 0.9040 0.9119
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9506 0.9441 0.9206
R3 0.9389 0.9324 0.9174
R2 0.9272 0.9272 0.9163
R1 0.9207 0.9207 0.9153 0.9240
PP 0.9155 0.9155 0.9155 0.9171
S1 0.9090 0.9090 0.9131 0.9123
S2 0.9038 0.9038 0.9121
S3 0.8921 0.8973 0.9110
S4 0.8804 0.8856 0.9078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9220 0.9103 0.0117 1.3% 0.0051 0.6% 33% False False 23
10 0.9220 0.8791 0.0429 4.7% 0.0057 0.6% 82% False False 26
20 0.9220 0.8791 0.0429 4.7% 0.0041 0.4% 82% False False 15
40 0.9220 0.8765 0.0455 5.0% 0.0035 0.4% 83% False False 8
60 0.9220 0.8765 0.0455 5.0% 0.0030 0.3% 83% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9339
2.618 0.9272
1.618 0.9231
1.000 0.9206
0.618 0.9190
HIGH 0.9165
0.618 0.9149
0.500 0.9145
0.382 0.9140
LOW 0.9124
0.618 0.9099
1.000 0.9083
1.618 0.9058
2.618 0.9017
4.250 0.8950
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 0.9145 0.9172
PP 0.9144 0.9162
S1 0.9143 0.9152

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

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