CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	0.9213	0.9203	-0.0010	-0.1%	0.9045
High	0.9247	0.9230	-0.0017	-0.2%	0.9247
Low	0.9188	0.9171	-0.0017	-0.2%	0.8996
Close	0.9204	0.9225	0.0021	0.2%	0.9204
Range	0.0059	0.0059	0.0000	0.0%	0.0251
ATR	0.0076	0.0075	-0.0001	-1.6%	0.0000
Volume	65,368	71,009	5,641	8.6%	403,221

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9386	0.9364	0.9257
R3	0.9327	0.9305	0.9241
R2	0.9268	0.9268	0.9236
R1	0.9246	0.9246	0.9230	0.9257
PP	0.9209	0.9209	0.9209	0.9214
S1	0.9187	0.9187	0.9220	0.9198
S2	0.9150	0.9150	0.9214
S3	0.9091	0.9128	0.9209
S4	0.9032	0.9069	0.9193

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	0.9068	0.0179	1.9%	0.0064	0.7%	88%	False	False	78,104
10	0.9247	0.8943	0.0304	3.3%	0.0074	0.8%	93%	False	False	79,369
20	0.9247	0.8851	0.0396	4.3%	0.0077	0.8%	94%	False	False	57,206
40	0.9247	0.8656	0.0591	6.4%	0.0076	0.8%	96%	False	False	28,961
60	0.9247	0.8586	0.0661	7.2%	0.0078	0.8%	97%	False	False	19,396
80	0.9247	0.8586	0.0661	7.2%	0.0069	0.7%	97%	False	False	14,557
100	0.9394	0.8586	0.0808	8.8%	0.0061	0.7%	79%	False	False	11,646
120	0.9557	0.8586	0.0971	10.5%	0.0051	0.6%	66%	False	False	9,706

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018

Fibonacci Retracements and Extensions
4.250	0.9481
2.618	0.9384
1.618	0.9325
1.000	0.9289
0.618	0.9266
HIGH	0.9230
0.618	0.9207
0.500	0.9201
0.382	0.9194
LOW	0.9171
0.618	0.9135
1.000	0.9112
1.618	0.9076
2.618	0.9017
4.250	0.8920

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	0.9217	0.9219
PP	0.9209	0.9212
S1	0.9201	0.9206

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