CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 0.9284 0.9370 0.0086 0.9% 0.9300
High 0.9375 0.9370 -0.0005 -0.1% 0.9310
Low 0.9284 0.9247 -0.0037 -0.4% 0.9198
Close 0.9344 0.9257 -0.0087 -0.9% 0.9287
Range 0.0091 0.0123 0.0032 35.2% 0.0112
ATR 0.0072 0.0076 0.0004 5.1% 0.0000
Volume 553 667 114 20.6% 1,750
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9660 0.9582 0.9325
R3 0.9537 0.9459 0.9291
R2 0.9414 0.9414 0.9280
R1 0.9336 0.9336 0.9268 0.9314
PP 0.9291 0.9291 0.9291 0.9280
S1 0.9213 0.9213 0.9246 0.9191
S2 0.9168 0.9168 0.9234
S3 0.9045 0.9090 0.9223
S4 0.8922 0.8967 0.9189
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9601 0.9556 0.9349
R3 0.9489 0.9444 0.9318
R2 0.9377 0.9377 0.9308
R1 0.9332 0.9332 0.9297 0.9299
PP 0.9265 0.9265 0.9265 0.9248
S1 0.9220 0.9220 0.9277 0.9187
S2 0.9153 0.9153 0.9266
S3 0.9041 0.9108 0.9256
S4 0.8929 0.8996 0.9225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9375 0.9220 0.0155 1.7% 0.0083 0.9% 24% False False 415
10 0.9445 0.9198 0.0247 2.7% 0.0082 0.9% 24% False False 395
20 0.9575 0.9198 0.0377 4.1% 0.0072 0.8% 16% False False 290
40 0.9661 0.9187 0.0474 5.1% 0.0068 0.7% 15% False False 209
60 0.9661 0.8791 0.0870 9.4% 0.0065 0.7% 54% False False 151
80 0.9661 0.8765 0.0896 9.7% 0.0055 0.6% 55% False False 114
100 0.9661 0.8765 0.0896 9.7% 0.0049 0.5% 55% False False 92
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 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9893
2.618 0.9692
1.618 0.9569
1.000 0.9493
0.618 0.9446
HIGH 0.9370
0.618 0.9323
0.500 0.9309
0.382 0.9294
LOW 0.9247
0.618 0.9171
1.000 0.9124
1.618 0.9048
2.618 0.8925
4.250 0.8724
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 0.9309 0.9311
PP 0.9291 0.9293
S1 0.9274 0.9275

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

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