CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 0.8906 0.8902 -0.0004 0.0% 0.8625
High 0.8906 0.8902 -0.0004 0.0% 0.8855
Low 0.8906 0.8902 -0.0004 0.0% 0.8625
Close 0.8906 0.8902 -0.0004 0.0% 0.8829
Range
ATR 0.0051 0.0048 -0.0003 -6.6% 0.0000
Volume 2 2 0 0.0% 7
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8902 0.8902 0.8902
R3 0.8902 0.8902 0.8902
R2 0.8902 0.8902 0.8902
R1 0.8902 0.8902 0.8902 0.8902
PP 0.8902 0.8902 0.8902 0.8902
S1 0.8902 0.8902 0.8902 0.8902
S2 0.8902 0.8902 0.8902
S3 0.8902 0.8902 0.8902
S4 0.8902 0.8902 0.8902
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 0.8906 0.8794 0.0112 1.3% 0.0010 0.1% 96% False False 1
10 0.8906 0.8615 0.0291 3.3% 0.0008 0.1% 99% False False 1
20 0.8906 0.8582 0.0324 3.6% 0.0007 0.1% 99% False False 1
40 0.8913 0.8582 0.0331 3.7% 0.0005 0.1% 97% False False 1
60 0.9231 0.8582 0.0649 7.3% 0.0003 0.0% 49% False False
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8902
2.618 0.8902
1.618 0.8902
1.000 0.8902
0.618 0.8902
HIGH 0.8902
0.618 0.8902
0.500 0.8902
0.382 0.8902
LOW 0.8902
0.618 0.8902
1.000 0.8902
1.618 0.8902
2.618 0.8902
4.250 0.8902
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 0.8902 0.8885
PP 0.8902 0.8867
S1 0.8902 0.8850

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

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