CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 14-Apr-2014

Day Change Summary
	Previous	Current
	11-Apr-2014	14-Apr-2014	Change	Change %	Previous Week
Open	0.9300	0.9283	-0.0017	-0.2%	0.9180
High	0.9307	0.9321	0.0014	0.2%	0.9355
Low	0.9266	0.9283	0.0017	0.2%	0.9155
Close	0.9298	0.9315	0.0017	0.2%	0.9298
Range	0.0041	0.0038	-0.0003	-7.3%	0.0200
ATR	0.0055	0.0054	-0.0001	-2.2%	0.0000
Volume	218	47	-171	-78.4%	977

Daily Pivots for day following 14-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9420	0.9406	0.9336
R3	0.9382	0.9368	0.9325
R2	0.9344	0.9344	0.9322
R1	0.9330	0.9330	0.9318	0.9337
PP	0.9306	0.9306	0.9306	0.9310
S1	0.9292	0.9292	0.9312	0.9299
S2	0.9268	0.9268	0.9308
S3	0.9230	0.9254	0.9305
S4	0.9192	0.9216	0.9294

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9869	0.9784	0.9408
R3	0.9669	0.9584	0.9353
R2	0.9469	0.9469	0.9335
R1	0.9384	0.9384	0.9316	0.9427
PP	0.9269	0.9269	0.9269	0.9291
S1	0.9184	0.9184	0.9280	0.9227
S2	0.9069	0.9069	0.9261
S3	0.8869	0.8984	0.9243
S4	0.8669	0.8784	0.9188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9355	0.9167	0.0188	2.0%	0.0062	0.7%	79%	False	False	169
10	0.9355	0.9107	0.0248	2.7%	0.0053	0.6%	84%	False	False	145
20	0.9355	0.8900	0.0455	4.9%	0.0054	0.6%	91%	False	False	105
40	0.9355	0.8813	0.0542	5.8%	0.0031	0.3%	93%	False	False	53
60	0.9355	0.8582	0.0773	8.3%	0.0023	0.2%	95%	False	False	36
80	0.9355	0.8582	0.0773	8.3%	0.0018	0.2%	95%	False	False	27
100	0.9355	0.8582	0.0773	8.3%	0.0015	0.2%	95%	False	False	21

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9483
2.618	0.9420
1.618	0.9382
1.000	0.9359
0.618	0.9344
HIGH	0.9321
0.618	0.9306
0.500	0.9302
0.382	0.9298
LOW	0.9283
0.618	0.9260
1.000	0.9245
1.618	0.9222
2.618	0.9184
4.250	0.9122

Fisher Pivots for day following 14-Apr-2014
Pivot	1 day	3 day
R1	0.9311	0.9314
PP	0.9306	0.9312
S1	0.9302	0.9311

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols