CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 0.8620 0.8655 0.0035 0.4% 0.8668
High 0.8620 0.8655 0.0035 0.4% 0.8740
Low 0.8620 0.8639 0.0019 0.2% 0.8582
Close 0.8620 0.8639 0.0019 0.2% 0.8582
Range 0.0000 0.0016 0.0016 0.0158
ATR 0.0050 0.0048 -0.0001 -2.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8692 0.8682 0.8648
R3 0.8676 0.8666 0.8643
R2 0.8660 0.8660 0.8642
R1 0.8650 0.8650 0.8640 0.8647
PP 0.8644 0.8644 0.8644 0.8643
S1 0.8634 0.8634 0.8638 0.8631
S2 0.8628 0.8628 0.8636
S3 0.8612 0.8618 0.8635
S4 0.8596 0.8602 0.8630
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9109 0.9003 0.8669
R3 0.8951 0.8845 0.8625
R2 0.8793 0.8793 0.8611
R1 0.8687 0.8687 0.8596 0.8661
PP 0.8635 0.8635 0.8635 0.8622
S1 0.8529 0.8529 0.8568 0.8503
S2 0.8477 0.8477 0.8553
S3 0.8319 0.8371 0.8539
S4 0.8161 0.8213 0.8495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8740 0.8582 0.0158 1.8% 0.0011 0.1% 36% False False 1
10 0.8815 0.8582 0.0233 2.7% 0.0006 0.1% 24% False False 1
20 0.8913 0.8582 0.0331 3.8% 0.0006 0.1% 17% False False 1
40 0.8990 0.8582 0.0408 4.7% 0.0003 0.0% 14% False False
60 0.9335 0.8582 0.0753 8.7% 0.0002 0.0% 8% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8723
2.618 0.8697
1.618 0.8681
1.000 0.8671
0.618 0.8665
HIGH 0.8655
0.618 0.8649
0.500 0.8647
0.382 0.8645
LOW 0.8639
0.618 0.8629
1.000 0.8623
1.618 0.8613
2.618 0.8597
4.250 0.8571
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 0.8647 0.8632
PP 0.8644 0.8625
S1 0.8642 0.8619

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

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