CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 0.9245 0.9388 0.0143 1.5% 0.9103
High 0.9416 0.9409 -0.0007 -0.1% 0.9220
Low 0.9235 0.9323 0.0088 1.0% 0.9103
Close 0.9393 0.9333 -0.0060 -0.6% 0.9142
Range 0.0181 0.0086 -0.0095 -52.5% 0.0117
ATR 0.0076 0.0076 0.0001 1.0% 0.0000
Volume 38 103 65 171.1% 116
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9613 0.9559 0.9380
R3 0.9527 0.9473 0.9357
R2 0.9441 0.9441 0.9349
R1 0.9387 0.9387 0.9341 0.9371
PP 0.9355 0.9355 0.9355 0.9347
S1 0.9301 0.9301 0.9325 0.9285
S2 0.9269 0.9269 0.9317
S3 0.9183 0.9215 0.9309
S4 0.9097 0.9129 0.9286
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% 72% False False 58
10 0.9416 0.9020 0.0396 4.2% 0.0073 0.8% 79% False False 43
20 0.9416 0.8791 0.0625 6.7% 0.0057 0.6% 87% False False 26
40 0.9416 0.8765 0.0651 7.0% 0.0044 0.5% 87% False False 14
60 0.9416 0.8765 0.0651 7.0% 0.0036 0.4% 87% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9775
2.618 0.9634
1.618 0.9548
1.000 0.9495
0.618 0.9462
HIGH 0.9409
0.618 0.9376
0.500 0.9366
0.382 0.9356
LOW 0.9323
0.618 0.9270
1.000 0.9237
1.618 0.9184
2.618 0.9098
4.250 0.8958
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 0.9366 0.9323
PP 0.9355 0.9313
S1 0.9344 0.9303

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

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