CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 0.9305 0.9240 -0.0065 -0.7% 0.9235
High 0.9314 0.9260 -0.0054 -0.6% 0.9416
Low 0.9269 0.9240 -0.0029 -0.3% 0.9190
Close 0.9289 0.9260 -0.0029 -0.3% 0.9300
Range 0.0045 0.0020 -0.0025 -55.6% 0.0226
ATR 0.0072 0.0070 -0.0002 -2.3% 0.0000
Volume 11 37 26 236.4% 322
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9313 0.9307 0.9271
R3 0.9293 0.9287 0.9266
R2 0.9273 0.9273 0.9264
R1 0.9267 0.9267 0.9262 0.9270
PP 0.9253 0.9253 0.9253 0.9255
S1 0.9247 0.9247 0.9258 0.9250
S2 0.9233 0.9233 0.9256
S3 0.9213 0.9227 0.9255
S4 0.9193 0.9207 0.9249
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 0.9409 0.9240 0.0169 1.8% 0.0048 0.5% 12% False True 56
10 0.9416 0.9124 0.0292 3.2% 0.0068 0.7% 47% False False 48
20 0.9416 0.8791 0.0625 6.7% 0.0059 0.6% 75% False False 34
40 0.9416 0.8765 0.0651 7.0% 0.0043 0.5% 76% False False 18
60 0.9416 0.8765 0.0651 7.0% 0.0037 0.4% 76% False False 14
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 0.0008
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9345
2.618 0.9312
1.618 0.9292
1.000 0.9280
0.618 0.9272
HIGH 0.9260
0.618 0.9252
0.500 0.9250
0.382 0.9248
LOW 0.9240
0.618 0.9228
1.000 0.9220
1.618 0.9208
2.618 0.9188
4.250 0.9155
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 0.9257 0.9290
PP 0.9253 0.9280
S1 0.9250 0.9270

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

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