CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 10-Apr-2014

Day Change Summary
	Previous	Current
	09-Apr-2014	10-Apr-2014	Change	Change %	Previous Week
Open	0.9314	0.9342	0.0028	0.3%	0.9203
High	0.9357	0.9419	0.0062	0.7%	0.9262
Low	0.9292	0.9330	0.0038	0.4%	0.9160
Close	0.9351	0.9384	0.0033	0.4%	0.9241
Range	0.0065	0.0089	0.0024	36.9%	0.0102
ATR	0.0071	0.0072	0.0001	1.8%	0.0000
Volume	65,306	88,791	23,485	36.0%	326,750

Daily Pivots for day following 10-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9645	0.9603	0.9433
R3	0.9556	0.9514	0.9408
R2	0.9467	0.9467	0.9400
R1	0.9425	0.9425	0.9392	0.9446
PP	0.9378	0.9378	0.9378	0.9388
S1	0.9336	0.9336	0.9376	0.9357
S2	0.9289	0.9289	0.9368
S3	0.9200	0.9247	0.9360
S4	0.9111	0.9158	0.9335

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9527	0.9486	0.9297
R3	0.9425	0.9384	0.9269
R2	0.9323	0.9323	0.9260
R1	0.9282	0.9282	0.9250	0.9303
PP	0.9221	0.9221	0.9221	0.9231
S1	0.9180	0.9180	0.9232	0.9201
S2	0.9119	0.9119	0.9222
S3	0.9017	0.9078	0.9213
S4	0.8915	0.8976	0.9185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9419	0.9182	0.0237	2.5%	0.0076	0.8%	85%	True	False	71,543
10	0.9419	0.9160	0.0259	2.8%	0.0066	0.7%	86%	True	False	66,848
20	0.9419	0.8941	0.0478	5.1%	0.0071	0.8%	93%	True	False	73,486
40	0.9419	0.8829	0.0590	6.3%	0.0073	0.8%	94%	True	False	42,193
60	0.9419	0.8586	0.0833	8.9%	0.0078	0.8%	96%	True	False	28,240
80	0.9419	0.8586	0.0833	8.9%	0.0072	0.8%	96%	True	False	21,208
100	0.9419	0.8586	0.0833	8.9%	0.0065	0.7%	96%	True	False	16,967
120	0.9557	0.8586	0.0971	10.3%	0.0055	0.6%	82%	False	False	14,140

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9797
2.618	0.9652
1.618	0.9563
1.000	0.9508
0.618	0.9474
HIGH	0.9419
0.618	0.9385
0.500	0.9375
0.382	0.9364
LOW	0.9330
0.618	0.9275
1.000	0.9241
1.618	0.9186
2.618	0.9097
4.250	0.8952

Fisher Pivots for day following 10-Apr-2014
Pivot	1 day	3 day
R1	0.9381	0.9362
PP	0.9378	0.9340
S1	0.9375	0.9319

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