CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 0.9296 0.9305 0.0009 0.1% 0.9235
High 0.9340 0.9314 -0.0026 -0.3% 0.9416
Low 0.9289 0.9269 -0.0020 -0.2% 0.9190
Close 0.9339 0.9289 -0.0050 -0.5% 0.9300
Range 0.0051 0.0045 -0.0006 -11.8% 0.0226
ATR 0.0072 0.0072 0.0000 -0.2% 0.0000
Volume 38 11 -27 -71.1% 322
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9426 0.9402 0.9314
R3 0.9381 0.9357 0.9301
R2 0.9336 0.9336 0.9297
R1 0.9312 0.9312 0.9293 0.9302
PP 0.9291 0.9291 0.9291 0.9285
S1 0.9267 0.9267 0.9285 0.9257
S2 0.9246 0.9246 0.9281
S3 0.9201 0.9222 0.9277
S4 0.9156 0.9177 0.9264
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 0.9235 0.0181 1.9% 0.0080 0.9% 30% False False 56
10 0.9416 0.9124 0.0292 3.1% 0.0069 0.7% 57% False False 46
20 0.9416 0.8791 0.0625 6.7% 0.0059 0.6% 80% False False 32
40 0.9416 0.8765 0.0651 7.0% 0.0046 0.5% 80% False False 17
60 0.9416 0.8765 0.0651 7.0% 0.0037 0.4% 80% False False 13
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 False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9505
2.618 0.9432
1.618 0.9387
1.000 0.9359
0.618 0.9342
HIGH 0.9314
0.618 0.9297
0.500 0.9292
0.382 0.9286
LOW 0.9269
0.618 0.9241
1.000 0.9224
1.618 0.9196
2.618 0.9151
4.250 0.9078
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 0.9292 0.9305
PP 0.9291 0.9299
S1 0.9290 0.9294

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

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