CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 0.9334 0.9296 -0.0038 -0.4% 0.9235
High 0.9334 0.9340 0.0006 0.1% 0.9416
Low 0.9295 0.9289 -0.0006 -0.1% 0.9190
Close 0.9300 0.9339 0.0039 0.4% 0.9300
Range 0.0039 0.0051 0.0012 30.8% 0.0226
ATR 0.0074 0.0072 -0.0002 -2.2% 0.0000
Volume 92 38 -54 -58.7% 322
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9476 0.9458 0.9367
R3 0.9425 0.9407 0.9353
R2 0.9374 0.9374 0.9348
R1 0.9356 0.9356 0.9344 0.9365
PP 0.9323 0.9323 0.9323 0.9327
S1 0.9305 0.9305 0.9334 0.9314
S2 0.9272 0.9272 0.9330
S3 0.9221 0.9254 0.9325
S4 0.9170 0.9203 0.9311
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% 0.0084 0.9% 66% False False 65
10 0.9416 0.9114 0.0302 3.2% 0.0073 0.8% 75% False False 45
20 0.9416 0.8791 0.0625 6.7% 0.0057 0.6% 88% False False 32
40 0.9416 0.8765 0.0651 7.0% 0.0046 0.5% 88% False False 17
60 0.9416 0.8765 0.0651 7.0% 0.0036 0.4% 88% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9557
2.618 0.9474
1.618 0.9423
1.000 0.9391
0.618 0.9372
HIGH 0.9340
0.618 0.9321
0.500 0.9315
0.382 0.9308
LOW 0.9289
0.618 0.9257
1.000 0.9238
1.618 0.9206
2.618 0.9155
4.250 0.9072
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 0.9331 0.9349
PP 0.9323 0.9346
S1 0.9315 0.9342

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

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