CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 05-Mar-2014

Day Change Summary
	Previous	Current
	04-Mar-2014	05-Mar-2014	Change	Change %	Previous Week
Open	0.8868	0.8891	0.0023	0.3%	0.8902
High	0.8905	0.8937	0.0032	0.4%	0.8978
Low	0.8851	0.8878	0.0027	0.3%	0.8840
Close	0.8881	0.8921	0.0040	0.5%	0.8866
Range	0.0054	0.0059	0.0005	9.3%	0.0138
ATR	0.0073	0.0072	-0.0001	-1.4%	0.0000
Volume	2,007	4,207	2,200	109.6%	7,070

Daily Pivots for day following 05-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9089	0.9064	0.8953
R3	0.9030	0.9005	0.8937
R2	0.8971	0.8971	0.8932
R1	0.8946	0.8946	0.8926	0.8959
PP	0.8912	0.8912	0.8912	0.8918
S1	0.8887	0.8887	0.8916	0.8900
S2	0.8853	0.8853	0.8910
S3	0.8794	0.8828	0.8905
S4	0.8735	0.8769	0.8889

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9309	0.9225	0.8942
R3	0.9171	0.9087	0.8904
R2	0.9033	0.9033	0.8891
R1	0.8949	0.8949	0.8879	0.8922
PP	0.8895	0.8895	0.8895	0.8881
S1	0.8811	0.8811	0.8853	0.8784
S2	0.8757	0.8757	0.8841
S3	0.8619	0.8673	0.8828
S4	0.8481	0.8535	0.8790

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8937	0.8829	0.0108	1.2%	0.0061	0.7%	85%	True	False	2,357
10	0.8978	0.8829	0.0149	1.7%	0.0066	0.7%	62%	False	False	1,603
20	0.9008	0.8799	0.0209	2.3%	0.0066	0.7%	58%	False	False	1,002
40	0.9008	0.8586	0.0422	4.7%	0.0079	0.9%	79%	False	False	633
60	0.9045	0.8586	0.0459	5.1%	0.0068	0.8%	73%	False	False	445
80	0.9323	0.8586	0.0737	8.3%	0.0058	0.7%	45%	False	False	334
100	0.9557	0.8586	0.0971	10.9%	0.0047	0.5%	35%	False	False	268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9188
2.618	0.9091
1.618	0.9032
1.000	0.8996
0.618	0.8973
HIGH	0.8937
0.618	0.8914
0.500	0.8908
0.382	0.8901
LOW	0.8878
0.618	0.8842
1.000	0.8819
1.618	0.8783
2.618	0.8724
4.250	0.8627

Fisher Pivots for day following 05-Mar-2014
Pivot	1 day	3 day
R1	0.8917	0.8908
PP	0.8912	0.8896
S1	0.8908	0.8883

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