CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 0.8973 0.8989 0.0016 0.2% 0.8900
High 0.8990 0.9102 0.0112 1.2% 0.9134
Low 0.8920 0.8982 0.0062 0.7% 0.8882
Close 0.8982 0.9019 0.0037 0.4% 0.9062
Range 0.0070 0.0120 0.0050 71.4% 0.0252
ATR 0.0081 0.0084 0.0003 3.4% 0.0000
Volume 110,001 137,157 27,156 24.7% 420,341
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9394 0.9327 0.9085
R3 0.9274 0.9207 0.9052
R2 0.9154 0.9154 0.9041
R1 0.9087 0.9087 0.9030 0.9121
PP 0.9034 0.9034 0.9034 0.9051
S1 0.8967 0.8967 0.9008 0.9001
S2 0.8914 0.8914 0.8997
S3 0.8794 0.8847 0.8986
S4 0.8674 0.8727 0.8953
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9782 0.9674 0.9201
R3 0.9530 0.9422 0.9131
R2 0.9278 0.9278 0.9108
R1 0.9170 0.9170 0.9085 0.9224
PP 0.9026 0.9026 0.9026 0.9053
S1 0.8918 0.8918 0.9039 0.8972
S2 0.8774 0.8774 0.9016
S3 0.8522 0.8666 0.8993
S4 0.8270 0.8414 0.8923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9134 0.8920 0.0214 2.4% 0.0082 0.9% 46% False False 103,319
10 0.9134 0.8882 0.0252 2.8% 0.0083 0.9% 54% False False 93,084
20 0.9134 0.8882 0.0252 2.8% 0.0080 0.9% 54% False False 86,498
40 0.9134 0.8632 0.0502 5.6% 0.0088 1.0% 77% False False 89,276
60 0.9134 0.8632 0.0502 5.6% 0.0084 0.9% 77% False False 82,116
80 0.9375 0.8632 0.0743 8.2% 0.0086 1.0% 52% False False 65,668
100 0.9661 0.8632 0.1029 11.4% 0.0083 0.9% 38% False False 52,580
120 0.9661 0.8632 0.1029 11.4% 0.0079 0.9% 38% False False 43,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9612
2.618 0.9416
1.618 0.9296
1.000 0.9222
0.618 0.9176
HIGH 0.9102
0.618 0.9056
0.500 0.9042
0.382 0.9028
LOW 0.8982
0.618 0.8908
1.000 0.8862
1.618 0.8788
2.618 0.8668
4.250 0.8472
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 0.9042 0.9016
PP 0.9034 0.9014
S1 0.9027 0.9011

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

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