CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 0.9190 0.9245 0.0055 0.6% 0.9103
High 0.9251 0.9416 0.0165 1.8% 0.9220
Low 0.9190 0.9235 0.0045 0.5% 0.9103
Close 0.9245 0.9393 0.0148 1.6% 0.9142
Range 0.0061 0.0181 0.0120 196.7% 0.0117
ATR 0.0067 0.0076 0.0008 12.0% 0.0000
Volume 56 38 -18 -32.1% 116
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9891 0.9823 0.9493
R3 0.9710 0.9642 0.9443
R2 0.9529 0.9529 0.9426
R1 0.9461 0.9461 0.9410 0.9495
PP 0.9348 0.9348 0.9348 0.9365
S1 0.9280 0.9280 0.9376 0.9314
S2 0.9167 0.9167 0.9360
S3 0.8986 0.9099 0.9343
S4 0.8805 0.8918 0.9293
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 0.9416 0.9124 0.0292 3.1% 0.0088 0.9% 92% True False 39
10 0.9416 0.9007 0.0409 4.4% 0.0070 0.7% 94% True False 36
20 0.9416 0.8791 0.0625 6.7% 0.0054 0.6% 96% True False 21
40 0.9416 0.8765 0.0651 6.9% 0.0042 0.4% 96% True False 11
60 0.9416 0.8765 0.0651 6.9% 0.0035 0.4% 96% True False 10
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 0.0005
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1.0185
2.618 0.9890
1.618 0.9709
1.000 0.9597
0.618 0.9528
HIGH 0.9416
0.618 0.9347
0.500 0.9326
0.382 0.9304
LOW 0.9235
0.618 0.9123
1.000 0.9054
1.618 0.8942
2.618 0.8761
4.250 0.8466
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 0.9371 0.9363
PP 0.9348 0.9333
S1 0.9326 0.9303

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

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