CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 0.8902 0.8857 -0.0045 -0.5% 0.8813
High 0.8902 0.8857 -0.0045 -0.5% 0.9005
Low 0.8902 0.8857 -0.0045 -0.5% 0.8813
Close 0.8902 0.8857 -0.0045 -0.5% 0.8952
Range
ATR 0.0041 0.0042 0.0000 0.6% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8857 0.8857 0.8857
R3 0.8857 0.8857 0.8857
R2 0.8857 0.8857 0.8857
R1 0.8857 0.8857 0.8857 0.8857
PP 0.8857 0.8857 0.8857 0.8857
S1 0.8857 0.8857 0.8857 0.8857
S2 0.8857 0.8857 0.8857
S3 0.8857 0.8857 0.8857
S4 0.8857 0.8857 0.8857
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9499 0.9418 0.9058
R3 0.9307 0.9226 0.9005
R2 0.9115 0.9115 0.8987
R1 0.9034 0.9034 0.8970 0.9075
PP 0.8923 0.8923 0.8923 0.8944
S1 0.8842 0.8842 0.8934 0.8883
S2 0.8731 0.8731 0.8917
S3 0.8539 0.8650 0.8899
S4 0.8347 0.8458 0.8846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9005 0.8857 0.0148 1.7% 0.0011 0.1% 0% False True 1
10 0.9005 0.8813 0.0192 2.2% 0.0006 0.1% 23% False False 1
20 0.9005 0.8813 0.0192 2.2% 0.0003 0.0% 23% False False 1
40 0.9005 0.8582 0.0423 4.8% 0.0005 0.1% 65% False False 1
60 0.9005 0.8582 0.0423 4.8% 0.0005 0.1% 65% False False 1
80 0.9231 0.8582 0.0649 7.3% 0.0003 0.0% 42% 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 0.8857
2.618 0.8857
1.618 0.8857
1.000 0.8857
0.618 0.8857
HIGH 0.8857
0.618 0.8857
0.500 0.8857
0.382 0.8857
LOW 0.8857
0.618 0.8857
1.000 0.8857
1.618 0.8857
2.618 0.8857
4.250 0.8857
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 0.8857 0.8931
PP 0.8857 0.8906
S1 0.8857 0.8882

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

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