CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 0.9195 0.9203 0.0008 0.1% 0.9296
High 0.9250 0.9327 0.0077 0.8% 0.9340
Low 0.9187 0.9199 0.0012 0.1% 0.9206
Close 0.9226 0.9287 0.0061 0.7% 0.9219
Range 0.0063 0.0128 0.0065 103.2% 0.0134
ATR 0.0068 0.0072 0.0004 6.4% 0.0000
Volume 35 107 72 205.7% 131
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9655 0.9599 0.9357
R3 0.9527 0.9471 0.9322
R2 0.9399 0.9399 0.9310
R1 0.9343 0.9343 0.9299 0.9371
PP 0.9271 0.9271 0.9271 0.9285
S1 0.9215 0.9215 0.9275 0.9243
S2 0.9143 0.9143 0.9264
S3 0.9015 0.9087 0.9252
S4 0.8887 0.8959 0.9217
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9657 0.9572 0.9293
R3 0.9523 0.9438 0.9256
R2 0.9389 0.9389 0.9244
R1 0.9304 0.9304 0.9231 0.9280
PP 0.9255 0.9255 0.9255 0.9243
S1 0.9170 0.9170 0.9207 0.9146
S2 0.9121 0.9121 0.9194
S3 0.8987 0.9036 0.9182
S4 0.8853 0.8902 0.9145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9327 0.9187 0.0140 1.5% 0.0063 0.7% 71% True False 44
10 0.9416 0.9187 0.0229 2.5% 0.0072 0.8% 44% False False 50
20 0.9416 0.8975 0.0441 4.7% 0.0066 0.7% 71% False False 41
40 0.9416 0.8786 0.0630 6.8% 0.0048 0.5% 80% False False 22
60 0.9416 0.8765 0.0651 7.0% 0.0039 0.4% 80% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9871
2.618 0.9662
1.618 0.9534
1.000 0.9455
0.618 0.9406
HIGH 0.9327
0.618 0.9278
0.500 0.9263
0.382 0.9248
LOW 0.9199
0.618 0.9120
1.000 0.9071
1.618 0.8992
2.618 0.8864
4.250 0.8655
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 0.9279 0.9277
PP 0.9271 0.9267
S1 0.9263 0.9257

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

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