CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 0.8833 0.8855 0.0022 0.2% 0.8625
High 0.8833 0.8855 0.0022 0.2% 0.8855
Low 0.8833 0.8829 -0.0004 0.0% 0.8625
Close 0.8833 0.8829 -0.0004 0.0% 0.8829
Range 0.0000 0.0026 0.0026 0.0230
ATR 0.0051 0.0049 -0.0002 -3.5% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8916 0.8898 0.8843
R3 0.8890 0.8872 0.8836
R2 0.8864 0.8864 0.8834
R1 0.8846 0.8846 0.8831 0.8842
PP 0.8838 0.8838 0.8838 0.8836
S1 0.8820 0.8820 0.8827 0.8816
S2 0.8812 0.8812 0.8824
S3 0.8786 0.8794 0.8822
S4 0.8760 0.8768 0.8815
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9460 0.9374 0.8956
R3 0.9230 0.9144 0.8892
R2 0.9000 0.9000 0.8871
R1 0.8914 0.8914 0.8850 0.8957
PP 0.8770 0.8770 0.8770 0.8791
S1 0.8684 0.8684 0.8808 0.8727
S2 0.8540 0.8540 0.8787
S3 0.8310 0.8454 0.8766
S4 0.8080 0.8224 0.8703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8855 0.8625 0.0230 2.6% 0.0012 0.1% 89% True False 1
10 0.8855 0.8615 0.0240 2.7% 0.0008 0.1% 89% True False 1
20 0.8913 0.8582 0.0331 3.7% 0.0006 0.1% 75% False False 1
40 0.8913 0.8582 0.0331 3.7% 0.0005 0.1% 75% False False
60 0.9231 0.8582 0.0649 7.4% 0.0003 0.0% 38% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8966
2.618 0.8923
1.618 0.8897
1.000 0.8881
0.618 0.8871
HIGH 0.8855
0.618 0.8845
0.500 0.8842
0.382 0.8839
LOW 0.8829
0.618 0.8813
1.000 0.8803
1.618 0.8787
2.618 0.8761
4.250 0.8719
Fisher Pivots for day following 07-Feb-2014
Pivot 1 day 3 day
R1 0.8842 0.8825
PP 0.8838 0.8820
S1 0.8833 0.8816

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

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