CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 0.8873 0.8879 0.0006 0.1% 0.8897
High 0.8911 0.8889 -0.0022 -0.2% 0.8916
Low 0.8871 0.8861 -0.0010 -0.1% 0.8772
Close 0.8885 0.8878 -0.0007 -0.1% 0.8867
Range 0.0040 0.0028 -0.0012 -30.0% 0.0144
ATR 0.0084 0.0080 -0.0004 -4.8% 0.0000
Volume 37,408 20,528 -16,880 -45.1% 377,326
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8960 0.8947 0.8893
R3 0.8932 0.8919 0.8886
R2 0.8904 0.8904 0.8883
R1 0.8891 0.8891 0.8881 0.8884
PP 0.8876 0.8876 0.8876 0.8872
S1 0.8863 0.8863 0.8875 0.8856
S2 0.8848 0.8848 0.8873
S3 0.8820 0.8835 0.8870
S4 0.8792 0.8807 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% 0.0065 0.7% 76% False False 60,598
10 0.9098 0.8772 0.0326 3.7% 0.0079 0.9% 33% False False 66,786
20 0.9136 0.8772 0.0364 4.1% 0.0085 1.0% 29% False False 37,718
40 0.9461 0.8772 0.0689 7.8% 0.0081 0.9% 15% False False 19,134
60 0.9661 0.8772 0.0889 10.0% 0.0076 0.9% 12% False False 12,804
80 0.9661 0.8772 0.0889 10.0% 0.0073 0.8% 12% False False 9,612
100 0.9661 0.8772 0.0889 10.0% 0.0063 0.7% 12% False False 7,690
120 0.9661 0.8765 0.0896 10.1% 0.0056 0.6% 13% False False 6,409
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 0.9008
2.618 0.8962
1.618 0.8934
1.000 0.8917
0.618 0.8906
HIGH 0.8889
0.618 0.8878
0.500 0.8875
0.382 0.8872
LOW 0.8861
0.618 0.8844
1.000 0.8833
1.618 0.8816
2.618 0.8788
4.250 0.8742
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 0.8877 0.8871
PP 0.8876 0.8863
S1 0.8875 0.8856

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

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