CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 0.9388 0.9334 -0.0054 -0.6% 0.9235
High 0.9409 0.9334 -0.0075 -0.8% 0.9416
Low 0.9323 0.9295 -0.0028 -0.3% 0.9190
Close 0.9333 0.9300 -0.0033 -0.4% 0.9300
Range 0.0086 0.0039 -0.0047 -54.7% 0.0226
ATR 0.0076 0.0074 -0.0003 -3.5% 0.0000
Volume 103 92 -11 -10.7% 322
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9427 0.9402 0.9321
R3 0.9388 0.9363 0.9311
R2 0.9349 0.9349 0.9307
R1 0.9324 0.9324 0.9304 0.9317
PP 0.9310 0.9310 0.9310 0.9306
S1 0.9285 0.9285 0.9296 0.9278
S2 0.9271 0.9271 0.9293
S3 0.9232 0.9246 0.9289
S4 0.9193 0.9207 0.9279
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9980 0.9866 0.9424
R3 0.9754 0.9640 0.9362
R2 0.9528 0.9528 0.9341
R1 0.9414 0.9414 0.9321 0.9471
PP 0.9302 0.9302 0.9302 0.9331
S1 0.9188 0.9188 0.9279 0.9245
S2 0.9076 0.9076 0.9259
S3 0.8850 0.8962 0.9238
S4 0.8624 0.8736 0.9176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9416 0.9190 0.0226 2.4% 0.0087 0.9% 49% False False 64
10 0.9416 0.9103 0.0313 3.4% 0.0069 0.7% 63% False False 43
20 0.9416 0.8791 0.0625 6.7% 0.0058 0.6% 81% False False 30
40 0.9416 0.8765 0.0651 7.0% 0.0045 0.5% 82% False False 16
60 0.9416 0.8765 0.0651 7.0% 0.0035 0.4% 82% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9500
2.618 0.9436
1.618 0.9397
1.000 0.9373
0.618 0.9358
HIGH 0.9334
0.618 0.9319
0.500 0.9315
0.382 0.9310
LOW 0.9295
0.618 0.9271
1.000 0.9256
1.618 0.9232
2.618 0.9193
4.250 0.9129
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 0.9315 0.9326
PP 0.9310 0.9317
S1 0.9305 0.9309

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

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