CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 21-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	21-Apr-2014	Change	Change %	Previous Week
Open	0.9287	0.9242	-0.0045	-0.5%	0.9283
High	0.9295	0.9253	-0.0042	-0.5%	0.9321
Low	0.9230	0.9229	-0.0001	0.0%	0.9230
Close	0.9233	0.9237	0.0004	0.0%	0.9233
Range	0.0065	0.0024	-0.0041	-63.1%	0.0091
ATR	0.0056	0.0054	-0.0002	-4.1%	0.0000
Volume	121	132	11	9.1%	491

Daily Pivots for day following 21-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9312	0.9298	0.9250
R3	0.9288	0.9274	0.9244
R2	0.9264	0.9264	0.9241
R1	0.9250	0.9250	0.9239	0.9245
PP	0.9240	0.9240	0.9240	0.9237
S1	0.9226	0.9226	0.9235	0.9221
S2	0.9216	0.9216	0.9233
S3	0.9192	0.9202	0.9230
S4	0.9168	0.9178	0.9224

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9534	0.9475	0.9283
R3	0.9443	0.9384	0.9258
R2	0.9352	0.9352	0.9250
R1	0.9293	0.9293	0.9241	0.9277
PP	0.9261	0.9261	0.9261	0.9254
S1	0.9202	0.9202	0.9225	0.9186
S2	0.9170	0.9170	0.9216
S3	0.9079	0.9111	0.9208
S4	0.8988	0.9020	0.9183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9321	0.9229	0.0092	1.0%	0.0052	0.6%	9%	False	True	124
10	0.9355	0.9155	0.0200	2.2%	0.0057	0.6%	41%	False	False	160
20	0.9355	0.8949	0.0406	4.4%	0.0056	0.6%	71%	False	False	131
40	0.9355	0.8813	0.0542	5.9%	0.0037	0.4%	78%	False	False	68
60	0.9355	0.8582	0.0773	8.4%	0.0026	0.3%	85%	False	False	45
80	0.9355	0.8582	0.0773	8.4%	0.0021	0.2%	85%	False	False	34
100	0.9355	0.8582	0.0773	8.4%	0.0017	0.2%	85%	False	False	27
120	0.9379	0.8582	0.0797	8.6%	0.0014	0.2%	82%	False	False	23

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9355
2.618	0.9316
1.618	0.9292
1.000	0.9277
0.618	0.9268
HIGH	0.9253
0.618	0.9244
0.500	0.9241
0.382	0.9238
LOW	0.9229
0.618	0.9214
1.000	0.9205
1.618	0.9190
2.618	0.9166
4.250	0.9127

Fisher Pivots for day following 21-Apr-2014
Pivot	1 day	3 day
R1	0.9241	0.9262
PP	0.9240	0.9254
S1	0.9238	0.9245

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