CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 0.8807 0.8873 0.0066 0.7% 0.8897
High 0.8883 0.8911 0.0028 0.3% 0.8916
Low 0.8801 0.8871 0.0070 0.8% 0.8772
Close 0.8867 0.8885 0.0018 0.2% 0.8867
Range 0.0082 0.0040 -0.0042 -51.2% 0.0144
ATR 0.0087 0.0084 -0.0003 -3.5% 0.0000
Volume 70,603 37,408 -33,195 -47.0% 377,326
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9009 0.8987 0.8907
R3 0.8969 0.8947 0.8896
R2 0.8929 0.8929 0.8892
R1 0.8907 0.8907 0.8889 0.8918
PP 0.8889 0.8889 0.8889 0.8895
S1 0.8867 0.8867 0.8881 0.8878
S2 0.8849 0.8849 0.8878
S3 0.8809 0.8827 0.8874
S4 0.8769 0.8787 0.8863
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9284 0.9219 0.8946
R3 0.9140 0.9075 0.8907
R2 0.8996 0.8996 0.8893
R1 0.8931 0.8931 0.8880 0.8892
PP 0.8852 0.8852 0.8852 0.8832
S1 0.8787 0.8787 0.8854 0.8748
S2 0.8708 0.8708 0.8841
S3 0.8564 0.8643 0.8827
S4 0.8420 0.8499 0.8788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8911 0.8772 0.0139 1.6% 0.0075 0.8% 81% True False 71,028
10 0.9108 0.8772 0.0336 3.8% 0.0085 1.0% 34% False False 69,136
20 0.9136 0.8772 0.0364 4.1% 0.0087 1.0% 31% False False 36,761
40 0.9524 0.8772 0.0752 8.5% 0.0082 0.9% 15% False False 18,621
60 0.9661 0.8772 0.0889 10.0% 0.0076 0.9% 13% False False 12,462
80 0.9661 0.8772 0.0889 10.0% 0.0072 0.8% 13% False False 9,355
100 0.9661 0.8765 0.0896 10.1% 0.0063 0.7% 13% False False 7,485
120 0.9661 0.8765 0.0896 10.1% 0.0057 0.6% 13% False False 6,238
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 0.0017
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.9081
2.618 0.9016
1.618 0.8976
1.000 0.8951
0.618 0.8936
HIGH 0.8911
0.618 0.8896
0.500 0.8891
0.382 0.8886
LOW 0.8871
0.618 0.8846
1.000 0.8831
1.618 0.8806
2.618 0.8766
4.250 0.8701
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 0.8891 0.8871
PP 0.8889 0.8856
S1 0.8887 0.8842

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

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