CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 0.9540 0.9527 -0.0013 -0.1% 0.9553
High 0.9575 0.9527 -0.0048 -0.5% 0.9661
Low 0.9485 0.9489 0.0004 0.0% 0.9485
Close 0.9523 0.9495 -0.0028 -0.3% 0.9495
Range 0.0090 0.0038 -0.0052 -57.8% 0.0176
ATR 0.0071 0.0068 -0.0002 -3.3% 0.0000
Volume 248 117 -131 -52.8% 850
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9618 0.9594 0.9516
R3 0.9580 0.9556 0.9505
R2 0.9542 0.9542 0.9502
R1 0.9518 0.9518 0.9498 0.9511
PP 0.9504 0.9504 0.9504 0.9500
S1 0.9480 0.9480 0.9492 0.9473
S2 0.9466 0.9466 0.9488
S3 0.9428 0.9442 0.9485
S4 0.9390 0.9404 0.9474
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0075 0.9961 0.9592
R3 0.9899 0.9785 0.9543
R2 0.9723 0.9723 0.9527
R1 0.9609 0.9609 0.9511 0.9578
PP 0.9547 0.9547 0.9547 0.9532
S1 0.9433 0.9433 0.9479 0.9402
S2 0.9371 0.9371 0.9463
S3 0.9195 0.9257 0.9447
S4 0.9019 0.9081 0.9398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9661 0.9485 0.0176 1.9% 0.0077 0.8% 6% False False 170
10 0.9661 0.9343 0.0318 3.3% 0.0071 0.7% 48% False False 166
20 0.9661 0.9187 0.0474 5.0% 0.0065 0.7% 65% False False 144
40 0.9661 0.8791 0.0870 9.2% 0.0063 0.7% 81% False False 90
60 0.9661 0.8765 0.0896 9.4% 0.0051 0.5% 81% False False 61
80 0.9661 0.8765 0.0896 9.4% 0.0045 0.5% 81% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9689
2.618 0.9626
1.618 0.9588
1.000 0.9565
0.618 0.9550
HIGH 0.9527
0.618 0.9512
0.500 0.9508
0.382 0.9504
LOW 0.9489
0.618 0.9466
1.000 0.9451
1.618 0.9428
2.618 0.9390
4.250 0.9328
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 0.9508 0.9573
PP 0.9504 0.9547
S1 0.9499 0.9521

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

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