CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 0.8615 0.8625 0.0010 0.1% 0.8620
High 0.8617 0.8625 0.0008 0.1% 0.8656
Low 0.8615 0.8625 0.0010 0.1% 0.8615
Close 0.8617 0.8625 0.0008 0.1% 0.8617
Range 0.0002 0.0000 -0.0002 -100.0% 0.0041
ATR 0.0046 0.0043 -0.0003 -5.9% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8625 0.8625 0.8625
R3 0.8625 0.8625 0.8625
R2 0.8625 0.8625 0.8625
R1 0.8625 0.8625 0.8625 0.8625
PP 0.8625 0.8625 0.8625 0.8625
S1 0.8625 0.8625 0.8625 0.8625
S2 0.8625 0.8625 0.8625
S3 0.8625 0.8625 0.8625
S4 0.8625 0.8625 0.8625
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8752 0.8726 0.8640
R3 0.8711 0.8685 0.8628
R2 0.8670 0.8670 0.8625
R1 0.8644 0.8644 0.8621 0.8637
PP 0.8629 0.8629 0.8629 0.8626
S1 0.8603 0.8603 0.8613 0.8596
S2 0.8588 0.8588 0.8609
S3 0.8547 0.8562 0.8606
S4 0.8506 0.8521 0.8594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8656 0.8615 0.0041 0.5% 0.0004 0.0% 24% False False 1
10 0.8740 0.8582 0.0158 1.8% 0.0006 0.1% 27% False False 1
20 0.8913 0.8582 0.0331 3.8% 0.0003 0.0% 13% False False 1
40 0.8990 0.8582 0.0408 4.7% 0.0003 0.0% 11% False False
60 0.9335 0.8582 0.0753 8.7% 0.0002 0.0% 6% 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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8625
2.618 0.8625
1.618 0.8625
1.000 0.8625
0.618 0.8625
HIGH 0.8625
0.618 0.8625
0.500 0.8625
0.382 0.8625
LOW 0.8625
0.618 0.8625
1.000 0.8625
1.618 0.8625
2.618 0.8625
4.250 0.8625
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 0.8625 0.8636
PP 0.8625 0.8632
S1 0.8625 0.8629

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

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