CME Australian Dollar Future March 2014

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

Day Change Summary
	Previous	Current
	16-Jan-2014	17-Jan-2014	Change	Change %	Previous Week
Open	0.8870	0.8782	-0.0088	-1.0%	0.8951
High	0.8877	0.8794	-0.0083	-0.9%	0.9049
Low	0.8743	0.8730	-0.0013	-0.1%	0.8730
Close	0.8782	0.8737	-0.0045	-0.5%	0.8737
Range	0.0134	0.0064	-0.0070	-52.2%	0.0319
ATR	0.0086	0.0084	-0.0002	-1.8%	0.0000
Volume	120,435	70,544	-49,891	-41.4%	473,730

Daily Pivots for day following 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8946	0.8905	0.8772
R3	0.8882	0.8841	0.8755
R2	0.8818	0.8818	0.8749
R1	0.8777	0.8777	0.8743	0.8766
PP	0.8754	0.8754	0.8754	0.8748
S1	0.8713	0.8713	0.8731	0.8702
S2	0.8690	0.8690	0.8725
S3	0.8626	0.8649	0.8719
S4	0.8562	0.8585	0.8702

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9796	0.9585	0.8912
R3	0.9477	0.9266	0.8825
R2	0.9158	0.9158	0.8795
R1	0.8947	0.8947	0.8766	0.8893
PP	0.8839	0.8839	0.8839	0.8812
S1	0.8628	0.8628	0.8708	0.8574
S2	0.8520	0.8520	0.8679
S3	0.8201	0.8309	0.8649
S4	0.7882	0.7990	0.8562

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9049	0.8730	0.0319	3.7%	0.0097	1.1%	2%	False	True	94,746
10	0.9049	0.8730	0.0319	3.7%	0.0085	1.0%	2%	False	True	91,912
20	0.9049	0.8730	0.0319	3.7%	0.0077	0.9%	2%	False	True	69,808
40	0.9370	0.8730	0.0640	7.3%	0.0086	1.0%	1%	False	True	49,063
60	0.9661	0.8730	0.0931	10.7%	0.0082	0.9%	1%	False	True	32,797
80	0.9661	0.8730	0.0931	10.7%	0.0076	0.9%	1%	False	True	24,628
100	0.9661	0.8730	0.0931	10.7%	0.0072	0.8%	1%	False	True	19,709
120	0.9661	0.8730	0.0931	10.7%	0.0066	0.8%	1%	False	True	16,424

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9066
2.618	0.8962
1.618	0.8898
1.000	0.8858
0.618	0.8834
HIGH	0.8794
0.618	0.8770
0.500	0.8762
0.382	0.8754
LOW	0.8730
0.618	0.8690
1.000	0.8666
1.618	0.8626
2.618	0.8562
4.250	0.8458

Fisher Pivots for day following 17-Jan-2014
Pivot	1 day	3 day
R1	0.8762	0.8833
PP	0.8754	0.8801
S1	0.8745	0.8769

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