CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 17-Apr-2014

Day Change Summary
	Previous	Current
	16-Apr-2014	17-Apr-2014	Change	Change %	Previous Week
Open	0.9241	0.9287	0.0046	0.5%	0.9180
High	0.9292	0.9295	0.0003	0.0%	0.9355
Low	0.9241	0.9230	-0.0011	-0.1%	0.9155
Close	0.9289	0.9233	-0.0056	-0.6%	0.9298
Range	0.0051	0.0065	0.0014	27.5%	0.0200
ATR	0.0056	0.0056	0.0001	1.2%	0.0000
Volume	237	121	-116	-48.9%	977

Daily Pivots for day following 17-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9448	0.9405	0.9269
R3	0.9383	0.9340	0.9251
R2	0.9318	0.9318	0.9245
R1	0.9275	0.9275	0.9239	0.9264
PP	0.9253	0.9253	0.9253	0.9247
S1	0.9210	0.9210	0.9227	0.9199
S2	0.9188	0.9188	0.9221
S3	0.9123	0.9145	0.9215
S4	0.9058	0.9080	0.9197

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9869	0.9784	0.9408
R3	0.9669	0.9584	0.9353
R2	0.9469	0.9469	0.9335
R1	0.9384	0.9384	0.9316	0.9427
PP	0.9269	0.9269	0.9269	0.9291
S1	0.9184	0.9184	0.9280	0.9227
S2	0.9069	0.9069	0.9261
S3	0.8869	0.8984	0.9243
S4	0.8669	0.8784	0.9188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9321	0.9230	0.0091	1.0%	0.0055	0.6%	3%	False	True	141
10	0.9355	0.9133	0.0222	2.4%	0.0061	0.7%	45%	False	False	157
20	0.9355	0.8938	0.0417	4.5%	0.0057	0.6%	71%	False	False	125
40	0.9355	0.8813	0.0542	5.9%	0.0036	0.4%	77%	False	False	64
60	0.9355	0.8582	0.0773	8.4%	0.0026	0.3%	84%	False	False	43
80	0.9355	0.8582	0.0773	8.4%	0.0021	0.2%	84%	False	False	33
100	0.9355	0.8582	0.0773	8.4%	0.0017	0.2%	84%	False	False	26
120	0.9382	0.8582	0.0800	8.7%	0.0014	0.1%	81%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9571
2.618	0.9465
1.618	0.9400
1.000	0.9360
0.618	0.9335
HIGH	0.9295
0.618	0.9270
0.500	0.9263
0.382	0.9255
LOW	0.9230
0.618	0.9190
1.000	0.9165
1.618	0.9125
2.618	0.9060
4.250	0.8954

Fisher Pivots for day following 17-Apr-2014
Pivot	1 day	3 day
R1	0.9263	0.9276
PP	0.9253	0.9261
S1	0.9243	0.9247

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols