CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 0.8760 0.8750 -0.0010 -0.1% 0.8862
High 0.8760 0.8760 0.0000 0.0% 0.8862
Low 0.8760 0.8750 -0.0010 -0.1% 0.8760
Close 0.8760 0.8760 0.0000 0.0% 0.8760
Range 0.0000 0.0010 0.0010 0.0102
ATR 0.0037 0.0035 -0.0002 -5.2% 0.0000
Volume 10 10 0 0.0% 50
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8787 0.8783 0.8766
R3 0.8777 0.8773 0.8763
R2 0.8767 0.8767 0.8762
R1 0.8763 0.8763 0.8761 0.8765
PP 0.8757 0.8757 0.8757 0.8758
S1 0.8753 0.8753 0.8759 0.8755
S2 0.8747 0.8747 0.8758
S3 0.8737 0.8743 0.8757
S4 0.8727 0.8733 0.8755
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9100 0.9032 0.8816
R3 0.8998 0.8930 0.8788
R2 0.8896 0.8896 0.8779
R1 0.8828 0.8828 0.8769 0.8811
PP 0.8794 0.8794 0.8794 0.8786
S1 0.8726 0.8726 0.8751 0.8709
S2 0.8692 0.8692 0.8741
S3 0.8590 0.8624 0.8732
S4 0.8488 0.8522 0.8704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8841 0.8750 0.0091 1.0% 0.0002 0.0% 11% False True 10
10 0.8862 0.8750 0.0112 1.3% 0.0007 0.1% 9% False True 7
20 0.8862 0.8573 0.0289 3.3% 0.0011 0.1% 65% False False 4
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 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8803
2.618 0.8786
1.618 0.8776
1.000 0.8770
0.618 0.8766
HIGH 0.8760
0.618 0.8756
0.500 0.8755
0.382 0.8754
LOW 0.8750
0.618 0.8744
1.000 0.8740
1.618 0.8734
2.618 0.8724
4.250 0.8708
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 0.8758 0.8771
PP 0.8757 0.8767
S1 0.8755 0.8764

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

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