CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 24-Apr-2014

Day Change Summary
	Previous	Current
	23-Apr-2014	24-Apr-2014	Change	Change %	Previous Week
Open	0.9330	0.9257	-0.0073	-0.8%	0.9353
High	0.9344	0.9269	-0.0075	-0.8%	0.9385
Low	0.9235	0.9221	-0.0014	-0.2%	0.9285
Close	0.9252	0.9228	-0.0024	-0.3%	0.9291
Range	0.0109	0.0048	-0.0061	-56.0%	0.0100
ATR	0.0070	0.0068	-0.0002	-2.2%	0.0000
Volume	88,465	59,161	-29,304	-33.1%	239,840

Daily Pivots for day following 24-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9383	0.9354	0.9254
R3	0.9335	0.9306	0.9241
R2	0.9287	0.9287	0.9237
R1	0.9258	0.9258	0.9232	0.9249
PP	0.9239	0.9239	0.9239	0.9235
S1	0.9210	0.9210	0.9224	0.9201
S2	0.9191	0.9191	0.9219
S3	0.9143	0.9162	0.9215
S4	0.9095	0.9114	0.9202

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9620	0.9556	0.9346
R3	0.9520	0.9456	0.9319
R2	0.9420	0.9420	0.9309
R1	0.9356	0.9356	0.9300	0.9338
PP	0.9320	0.9320	0.9320	0.9312
S1	0.9256	0.9256	0.9282	0.9238
S2	0.9220	0.9220	0.9273
S3	0.9120	0.9156	0.9264
S4	0.9020	0.9056	0.9236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9355	0.9221	0.0134	1.5%	0.0063	0.7%	5%	False	True	56,491
10	0.9419	0.9221	0.0198	2.1%	0.0066	0.7%	4%	False	True	61,915
20	0.9419	0.9160	0.0259	2.8%	0.0064	0.7%	26%	False	False	64,049
40	0.9419	0.8829	0.0590	6.4%	0.0071	0.8%	68%	False	False	55,304
60	0.9419	0.8623	0.0796	8.6%	0.0074	0.8%	76%	False	False	37,025
80	0.9419	0.8586	0.0833	9.0%	0.0075	0.8%	77%	False	False	27,835
100	0.9419	0.8586	0.0833	9.0%	0.0067	0.7%	77%	False	False	22,271
120	0.9419	0.8586	0.0833	9.0%	0.0060	0.7%	77%	False	False	18,559

Crabel Price Patterns
NR	True
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9473
2.618	0.9395
1.618	0.9347
1.000	0.9317
0.618	0.9299
HIGH	0.9269
0.618	0.9251
0.500	0.9245
0.382	0.9239
LOW	0.9221
0.618	0.9191
1.000	0.9173
1.618	0.9143
2.618	0.9095
4.250	0.9017

Fisher Pivots for day following 24-Apr-2014
Pivot	1 day	3 day
R1	0.9245	0.9283
PP	0.9239	0.9264
S1	0.9234	0.9246

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