CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 06-Mar-2014

Day Change Summary
	Previous	Current
	05-Mar-2014	06-Mar-2014	Change	Change %	Previous Week
Open	0.8891	0.8916	0.0025	0.3%	0.8902
High	0.8937	0.9052	0.0115	1.3%	0.8978
Low	0.8878	0.8914	0.0036	0.4%	0.8840
Close	0.8921	0.9034	0.0113	1.3%	0.8866
Range	0.0059	0.0138	0.0079	133.9%	0.0138
ATR	0.0072	0.0077	0.0005	6.5%	0.0000
Volume	4,207	7,226	3,019	71.8%	7,070

Daily Pivots for day following 06-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9414	0.9362	0.9110
R3	0.9276	0.9224	0.9072
R2	0.9138	0.9138	0.9059
R1	0.9086	0.9086	0.9047	0.9112
PP	0.9000	0.9000	0.9000	0.9013
S1	0.8948	0.8948	0.9021	0.8974
S2	0.8862	0.8862	0.9009
S3	0.8724	0.8810	0.8996
S4	0.8586	0.8672	0.8958

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	0.9052	0.8829	0.0223	2.5%	0.0075	0.8%	92%	True	False	3,319
10	0.9052	0.8829	0.0223	2.5%	0.0072	0.8%	92%	True	False	2,300
20	0.9052	0.8829	0.0223	2.5%	0.0070	0.8%	92%	True	False	1,341
40	0.9052	0.8586	0.0466	5.2%	0.0080	0.9%	96%	True	False	808
60	0.9052	0.8586	0.0466	5.2%	0.0070	0.8%	96%	True	False	565
80	0.9296	0.8586	0.0710	7.9%	0.0060	0.7%	63%	False	False	425
100	0.9557	0.8586	0.0971	10.7%	0.0048	0.5%	46%	False	False	340

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	0.0013
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9639
2.618	0.9413
1.618	0.9275
1.000	0.9190
0.618	0.9137
HIGH	0.9052
0.618	0.8999
0.500	0.8983
0.382	0.8967
LOW	0.8914
0.618	0.8829
1.000	0.8776
1.618	0.8691
2.618	0.8553
4.250	0.8328

Fisher Pivots for day following 06-Mar-2014
Pivot	1 day	3 day
R1	0.9017	0.9007
PP	0.9000	0.8979
S1	0.8983	0.8952

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