CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 0.8908 0.8907 -0.0001 0.0% 0.8795
High 0.8908 0.8907 -0.0001 0.0% 0.8908
Low 0.8908 0.8907 -0.0001 0.0% 0.8794
Close 0.8908 0.8907 -0.0001 0.0% 0.8908
Range
ATR 0.0047 0.0044 -0.0003 -7.0% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8907 0.8907 0.8907
R3 0.8907 0.8907 0.8907
R2 0.8907 0.8907 0.8907
R1 0.8907 0.8907 0.8907 0.8907
PP 0.8907 0.8907 0.8907 0.8907
S1 0.8907 0.8907 0.8907 0.8907
S2 0.8907 0.8907 0.8907
S3 0.8907 0.8907 0.8907
S4 0.8907 0.8907 0.8907
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9212 0.9174 0.8971
R3 0.9098 0.9060 0.8939
R2 0.8984 0.8984 0.8929
R1 0.8946 0.8946 0.8918 0.8965
PP 0.8870 0.8870 0.8870 0.8880
S1 0.8832 0.8832 0.8898 0.8851
S2 0.8756 0.8756 0.8887
S3 0.8642 0.8718 0.8877
S4 0.8528 0.8604 0.8845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8908 0.8862 0.0046 0.5% 0.0000 0.0% 98% False False 2
10 0.8908 0.8768 0.0140 1.6% 0.0008 0.1% 99% False False 1
20 0.8908 0.8582 0.0326 3.7% 0.0007 0.1% 100% False False 1
40 0.8913 0.8582 0.0331 3.7% 0.0005 0.1% 98% False False 1
60 0.9146 0.8582 0.0564 6.3% 0.0003 0.0% 58% 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 0.8907
2.618 0.8907
1.618 0.8907
1.000 0.8907
0.618 0.8907
HIGH 0.8907
0.618 0.8907
0.500 0.8907
0.382 0.8907
LOW 0.8907
0.618 0.8907
1.000 0.8907
1.618 0.8907
2.618 0.8907
4.250 0.8907
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 0.8907 0.8900
PP 0.8907 0.8892
S1 0.8907 0.8885

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

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