CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 28-Mar-2014

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	0.9172	0.9213	0.0041	0.4%	0.9045
High	0.9223	0.9247	0.0024	0.3%	0.9247
Low	0.9164	0.9188	0.0024	0.3%	0.8996
Close	0.9209	0.9204	-0.0005	-0.1%	0.9204
Range	0.0059	0.0059	0.0000	0.0%	0.0251
ATR	0.0077	0.0076	-0.0001	-1.7%	0.0000
Volume	82,138	65,368	-16,770	-20.4%	403,221

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9390	0.9356	0.9236
R3	0.9331	0.9297	0.9220
R2	0.9272	0.9272	0.9215
R1	0.9238	0.9238	0.9209	0.9226
PP	0.9213	0.9213	0.9213	0.9207
S1	0.9179	0.9179	0.9199	0.9167
S2	0.9154	0.9154	0.9193
S3	0.9095	0.9120	0.9188
S4	0.9036	0.9061	0.9172

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9902	0.9804	0.9342
R3	0.9651	0.9553	0.9273
R2	0.9400	0.9400	0.9250
R1	0.9302	0.9302	0.9227	0.9351
PP	0.9149	0.9149	0.9149	0.9174
S1	0.9051	0.9051	0.9181	0.9100
S2	0.8898	0.8898	0.9158
S3	0.8647	0.8800	0.9135
S4	0.8396	0.8549	0.9066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9247	0.8996	0.0251	2.7%	0.0073	0.8%	83%	True	False	80,644
10	0.9247	0.8943	0.0304	3.3%	0.0077	0.8%	86%	True	False	78,345
20	0.9247	0.8829	0.0418	4.5%	0.0076	0.8%	90%	True	False	53,734
40	0.9247	0.8623	0.0624	6.8%	0.0077	0.8%	93%	True	False	27,189
60	0.9247	0.8586	0.0661	7.2%	0.0079	0.9%	93%	True	False	18,214
80	0.9247	0.8586	0.0661	7.2%	0.0069	0.7%	93%	True	False	13,670
100	0.9394	0.8586	0.0808	8.8%	0.0060	0.7%	76%	False	False	10,936
120	0.9557	0.8586	0.0971	10.5%	0.0051	0.5%	64%	False	False	9,114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.0017

Fibonacci Retracements and Extensions
4.250	0.9498
2.618	0.9401
1.618	0.9342
1.000	0.9306
0.618	0.9283
HIGH	0.9247
0.618	0.9224
0.500	0.9218
0.382	0.9211
LOW	0.9188
0.618	0.9152
1.000	0.9129
1.618	0.9093
2.618	0.9034
4.250	0.8937

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	0.9218	0.9195
PP	0.9213	0.9185
S1	0.9209	0.9176

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