CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 0.8867 0.8979 0.0112 1.3% 0.8917
High 0.8867 0.8979 0.0112 1.3% 0.8917
Low 0.8867 0.8979 0.0112 1.3% 0.8813
Close 0.8867 0.8979 0.0112 1.3% 0.8813
Range
ATR 0.0034 0.0040 0.0006 16.3% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8979 0.8979 0.8979
R3 0.8979 0.8979 0.8979
R2 0.8979 0.8979 0.8979
R1 0.8979 0.8979 0.8979 0.8979
PP 0.8979 0.8979 0.8979 0.8979
S1 0.8979 0.8979 0.8979 0.8979
S2 0.8979 0.8979 0.8979
S3 0.8979 0.8979 0.8979
S4 0.8979 0.8979 0.8979
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9160 0.9090 0.8870
R3 0.9056 0.8986 0.8842
R2 0.8952 0.8952 0.8832
R1 0.8882 0.8882 0.8823 0.8865
PP 0.8848 0.8848 0.8848 0.8839
S1 0.8778 0.8778 0.8803 0.8761
S2 0.8744 0.8744 0.8794
S3 0.8640 0.8674 0.8784
S4 0.8536 0.8570 0.8756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8979 0.8813 0.0166 1.8% 0.0001 0.0% 100% True False 1
10 0.8979 0.8813 0.0166 1.8% 0.0001 0.0% 100% True False 1
20 0.8979 0.8794 0.0185 2.1% 0.0003 0.0% 100% True False 1
40 0.8979 0.8582 0.0397 4.4% 0.0004 0.0% 100% True False 1
60 0.8990 0.8582 0.0408 4.5% 0.0004 0.0% 97% False False 1
80 0.9231 0.8582 0.0649 7.2% 0.0003 0.0% 61% 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 0.8979
2.618 0.8979
1.618 0.8979
1.000 0.8979
0.618 0.8979
HIGH 0.8979
0.618 0.8979
0.500 0.8979
0.382 0.8979
LOW 0.8979
0.618 0.8979
1.000 0.8979
1.618 0.8979
2.618 0.8979
4.250 0.8979
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 0.8979 0.8954
PP 0.8979 0.8928
S1 0.8979 0.8903

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

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