CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 0.8693 0.8763 0.0070 0.8% 0.8791
High 0.8703 0.8763 0.0060 0.7% 0.8791
Low 0.8693 0.8763 0.0070 0.8% 0.8693
Close 0.8703 0.8763 0.0060 0.7% 0.8763
Range 0.0010 0.0000 -0.0010 -100.0% 0.0098
ATR 0.0042 0.0044 0.0001 3.0% 0.0000
Volume 1 1 0 0.0% 2
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8763 0.8763 0.8763
R3 0.8763 0.8763 0.8763
R2 0.8763 0.8763 0.8763
R1 0.8763 0.8763 0.8763 0.8763
PP 0.8763 0.8763 0.8763 0.8763
S1 0.8763 0.8763 0.8763 0.8763
S2 0.8763 0.8763 0.8763
S3 0.8763 0.8763 0.8763
S4 0.8763 0.8763 0.8763
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9043 0.9001 0.8817
R3 0.8945 0.8903 0.8790
R2 0.8847 0.8847 0.8781
R1 0.8805 0.8805 0.8772 0.8777
PP 0.8749 0.8749 0.8749 0.8735
S1 0.8707 0.8707 0.8754 0.8679
S2 0.8651 0.8651 0.8745
S3 0.8553 0.8609 0.8736
S4 0.8455 0.8511 0.8709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8791 0.8693 0.0098 1.1% 0.0002 0.0% 71% False False
10 0.8990 0.8693 0.0297 3.4% 0.0001 0.0% 24% False False
20 0.8990 0.8693 0.0297 3.4% 0.0001 0.0% 24% False False
40 0.9382 0.8693 0.0689 7.9% 0.0000 0.0% 10% False False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8763
2.618 0.8763
1.618 0.8763
1.000 0.8763
0.618 0.8763
HIGH 0.8763
0.618 0.8763
0.500 0.8763
0.382 0.8763
LOW 0.8763
0.618 0.8763
1.000 0.8763
1.618 0.8763
2.618 0.8763
4.250 0.8763
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 0.8763 0.8751
PP 0.8763 0.8740
S1 0.8763 0.8728

These figures are updated between 7pm and 10pm EST after a trading day.

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