CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 0.9235 0.9190 -0.0045 -0.5% 0.9103
High 0.9270 0.9251 -0.0019 -0.2% 0.9220
Low 0.9200 0.9190 -0.0010 -0.1% 0.9103
Close 0.9200 0.9245 0.0045 0.5% 0.9142
Range 0.0070 0.0061 -0.0009 -12.9% 0.0117
ATR 0.0068 0.0067 0.0000 -0.7% 0.0000
Volume 33 56 23 69.7% 116
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9412 0.9389 0.9279
R3 0.9351 0.9328 0.9262
R2 0.9290 0.9290 0.9256
R1 0.9267 0.9267 0.9251 0.9279
PP 0.9229 0.9229 0.9229 0.9234
S1 0.9206 0.9206 0.9239 0.9218
S2 0.9168 0.9168 0.9234
S3 0.9107 0.9145 0.9228
S4 0.9046 0.9084 0.9211
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 0.9270 0.9124 0.0146 1.6% 0.0057 0.6% 83% False False 35
10 0.9270 0.8975 0.0295 3.2% 0.0060 0.7% 92% False False 32
20 0.9270 0.8791 0.0479 5.2% 0.0045 0.5% 95% False False 19
40 0.9270 0.8765 0.0505 5.5% 0.0038 0.4% 95% False False 10
60 0.9270 0.8765 0.0505 5.5% 0.0032 0.3% 95% False False 9
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 True
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9510
2.618 0.9411
1.618 0.9350
1.000 0.9312
0.618 0.9289
HIGH 0.9251
0.618 0.9228
0.500 0.9221
0.382 0.9213
LOW 0.9190
0.618 0.9152
1.000 0.9129
1.618 0.9091
2.618 0.9030
4.250 0.8931
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 0.9237 0.9229
PP 0.9229 0.9213
S1 0.9221 0.9197

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

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