CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 0.8878 0.8875 -0.0003 0.0% 0.8795
High 0.8878 0.8875 -0.0003 0.0% 0.8908
Low 0.8878 0.8875 -0.0003 0.0% 0.8794
Close 0.8878 0.8875 -0.0003 0.0% 0.8908
Range
ATR 0.0043 0.0040 -0.0003 -6.6% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8875 0.8875 0.8875
R3 0.8875 0.8875 0.8875
R2 0.8875 0.8875 0.8875
R1 0.8875 0.8875 0.8875 0.8875
PP 0.8875 0.8875 0.8875 0.8875
S1 0.8875 0.8875 0.8875 0.8875
S2 0.8875 0.8875 0.8875
S3 0.8875 0.8875 0.8875
S4 0.8875 0.8875 0.8875
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% 28% False False 2
10 0.8908 0.8794 0.0114 1.3% 0.0005 0.1% 71% False False 1
20 0.8908 0.8582 0.0326 3.7% 0.0005 0.1% 90% False False 1
40 0.8913 0.8582 0.0331 3.7% 0.0005 0.1% 89% False False 1
60 0.8990 0.8582 0.0408 4.6% 0.0003 0.0% 72% False False
80 0.9382 0.8582 0.0800 9.0% 0.0003 0.0% 37% 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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8875
2.618 0.8875
1.618 0.8875
1.000 0.8875
0.618 0.8875
HIGH 0.8875
0.618 0.8875
0.500 0.8875
0.382 0.8875
LOW 0.8875
0.618 0.8875
1.000 0.8875
1.618 0.8875
2.618 0.8875
4.250 0.8875
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 0.8875 0.8891
PP 0.8875 0.8886
S1 0.8875 0.8880

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

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