CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 0.8920 0.8923 0.0003 0.0% 0.8847
High 0.8920 0.8960 0.0040 0.4% 0.8858
Low 0.8920 0.8923 0.0003 0.0% 0.8802
Close 0.8920 0.8958 0.0038 0.4% 0.8858
Range 0.0000 0.0037 0.0037 0.0056
ATR 0.0037 0.0038 0.0000 0.5% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9058 0.9045 0.8978
R3 0.9021 0.9008 0.8968
R2 0.8984 0.8984 0.8965
R1 0.8971 0.8971 0.8961 0.8978
PP 0.8947 0.8947 0.8947 0.8950
S1 0.8934 0.8934 0.8955 0.8941
S2 0.8910 0.8910 0.8951
S3 0.8873 0.8897 0.8948
S4 0.8836 0.8860 0.8938
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9007 0.8989 0.8889
R3 0.8951 0.8933 0.8873
R2 0.8895 0.8895 0.8868
R1 0.8877 0.8877 0.8863 0.8886
PP 0.8839 0.8839 0.8839 0.8844
S1 0.8821 0.8821 0.8853 0.8830
S2 0.8783 0.8783 0.8848
S3 0.8727 0.8765 0.8843
S4 0.8671 0.8709 0.8827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8960 0.8817 0.0143 1.6% 0.0007 0.1% 99% True False 2
10 0.8960 0.8802 0.0158 1.8% 0.0004 0.0% 99% True False 2
20 0.8960 0.8750 0.0210 2.3% 0.0005 0.1% 99% True 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 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9117
2.618 0.9057
1.618 0.9020
1.000 0.8997
0.618 0.8983
HIGH 0.8960
0.618 0.8946
0.500 0.8942
0.382 0.8937
LOW 0.8923
0.618 0.8900
1.000 0.8886
1.618 0.8863
2.618 0.8826
4.250 0.8766
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 0.8953 0.8942
PP 0.8947 0.8925
S1 0.8942 0.8909

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

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