CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	0.9175	0.9190	0.0015	0.2%	0.9155
High	0.9175	0.9190	0.0015	0.2%	0.9175
Low	0.9175	0.9190	0.0015	0.2%	0.9109
Close	0.9175	0.9190	0.0015	0.2%	0.9175
Range
ATR	0.0035	0.0033	-0.0001	-4.1%	0.0000
Volume

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9190	0.9190	0.9190
R3	0.9190	0.9190	0.9190
R2	0.9190	0.9190	0.9190
R1	0.9190	0.9190	0.9190	0.9190
PP	0.9190	0.9190	0.9190	0.9190
S1	0.9190	0.9190	0.9190	0.9190
S2	0.9190	0.9190	0.9190
S3	0.9190	0.9190	0.9190
S4	0.9190	0.9190	0.9190

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9351	0.9329	0.9211
R3	0.9285	0.9263	0.9193
R2	0.9219	0.9219	0.9187
R1	0.9197	0.9197	0.9181	0.9208
PP	0.9153	0.9153	0.9153	0.9159
S1	0.9131	0.9131	0.9169	0.9142
S2	0.9087	0.9087	0.9163
S3	0.9021	0.9065	0.9157
S4	0.8955	0.8999	0.9139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9190	0.9109	0.0081	0.9%	0.0000	0.0%	100%	True	False
10	0.9335	0.9109	0.0226	2.5%	0.0000	0.0%	36%	False	False

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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9190
2.618	0.9190
1.618	0.9190
1.000	0.9190
0.618	0.9190
HIGH	0.9190
0.618	0.9190
0.500	0.9190
0.382	0.9190
LOW	0.9190
0.618	0.9190
1.000	0.9190
1.618	0.9190
2.618	0.9190
4.250	0.9190

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	0.9190	0.9180
PP	0.9190	0.9170
S1	0.9190	0.9161

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