CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 0.8668 0.8740 0.0072 0.8% 0.8913
High 0.8668 0.8740 0.0072 0.8% 0.8913
Low 0.8668 0.8709 0.0041 0.5% 0.8636
Close 0.8668 0.8709 0.0041 0.5% 0.8636
Range 0.0000 0.0031 0.0031 0.0277
ATR 0.0047 0.0048 0.0002 3.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8812 0.8792 0.8726
R3 0.8781 0.8761 0.8718
R2 0.8750 0.8750 0.8715
R1 0.8730 0.8730 0.8712 0.8725
PP 0.8719 0.8719 0.8719 0.8717
S1 0.8699 0.8699 0.8706 0.8694
S2 0.8688 0.8688 0.8703
S3 0.8657 0.8668 0.8700
S4 0.8626 0.8637 0.8692
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9559 0.9375 0.8788
R3 0.9282 0.9098 0.8712
R2 0.9005 0.9005 0.8687
R1 0.8821 0.8821 0.8661 0.8775
PP 0.8728 0.8728 0.8728 0.8705
S1 0.8544 0.8544 0.8611 0.8498
S2 0.8451 0.8451 0.8585
S3 0.8174 0.8267 0.8560
S4 0.7897 0.7990 0.8484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8767 0.8636 0.0131 1.5% 0.0006 0.1% 56% False False 1
10 0.8913 0.8636 0.0277 3.2% 0.0003 0.0% 26% False False 1
20 0.8913 0.8636 0.0277 3.2% 0.0005 0.1% 26% False False 1
40 0.8990 0.8636 0.0354 4.1% 0.0003 0.0% 21% False False
60 0.9382 0.8636 0.0746 8.6% 0.0002 0.0% 10% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8872
2.618 0.8821
1.618 0.8790
1.000 0.8771
0.618 0.8759
HIGH 0.8740
0.618 0.8728
0.500 0.8725
0.382 0.8721
LOW 0.8709
0.618 0.8690
1.000 0.8678
1.618 0.8659
2.618 0.8628
4.250 0.8577
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 0.8725 0.8702
PP 0.8719 0.8695
S1 0.8714 0.8688

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

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