CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 0.8896 0.8840 -0.0056 -0.6% 0.8907
High 0.8896 0.8840 -0.0056 -0.6% 0.8907
Low 0.8896 0.8840 -0.0056 -0.6% 0.8850
Close 0.8896 0.8840 -0.0056 -0.6% 0.8850
Range
ATR 0.0039 0.0041 0.0001 3.0% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8840 0.8840 0.8840
R3 0.8840 0.8840 0.8840
R2 0.8840 0.8840 0.8840
R1 0.8840 0.8840 0.8840 0.8840
PP 0.8840 0.8840 0.8840 0.8840
S1 0.8840 0.8840 0.8840 0.8840
S2 0.8840 0.8840 0.8840
S3 0.8840 0.8840 0.8840
S4 0.8840 0.8840 0.8840
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9040 0.9002 0.8881
R3 0.8983 0.8945 0.8866
R2 0.8926 0.8926 0.8860
R1 0.8888 0.8888 0.8855 0.8879
PP 0.8869 0.8869 0.8869 0.8864
S1 0.8831 0.8831 0.8845 0.8822
S2 0.8812 0.8812 0.8840
S3 0.8755 0.8774 0.8834
S4 0.8698 0.8717 0.8819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8917 0.8840 0.0077 0.9% 0.0000 0.0% 0% False True 2
10 0.8917 0.8840 0.0077 0.9% 0.0000 0.0% 0% False True 2
20 0.8917 0.8615 0.0302 3.4% 0.0004 0.0% 75% False False 1
40 0.8917 0.8582 0.0335 3.8% 0.0005 0.1% 77% False False 1
60 0.8990 0.8582 0.0408 4.6% 0.0003 0.0% 63% False False
80 0.9335 0.8582 0.0753 8.5% 0.0003 0.0% 34% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8840
2.618 0.8840
1.618 0.8840
1.000 0.8840
0.618 0.8840
HIGH 0.8840
0.618 0.8840
0.500 0.8840
0.382 0.8840
LOW 0.8840
0.618 0.8840
1.000 0.8840
1.618 0.8840
2.618 0.8840
4.250 0.8840
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 0.8840 0.8879
PP 0.8840 0.8866
S1 0.8840 0.8853

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

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