CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 30-Apr-2014
Day Change Summary
Previous Current
29-Apr-2014 30-Apr-2014 Change Change % Previous Week
Open 0.9164 0.9189 0.0025 0.3% 0.9242
High 0.9194 0.9211 0.0017 0.2% 0.9282
Low 0.9149 0.9166 0.0017 0.2% 0.9164
Close 0.9186 0.9209 0.0023 0.3% 0.9181
Range 0.0045 0.0045 0.0000 0.0% 0.0118
ATR 0.0054 0.0054 -0.0001 -1.2% 0.0000
Volume 167 120 -47 -28.1% 651
Daily Pivots for day following 30-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9330 0.9315 0.9234
R3 0.9285 0.9270 0.9221
R2 0.9240 0.9240 0.9217
R1 0.9225 0.9225 0.9213 0.9233
PP 0.9195 0.9195 0.9195 0.9199
S1 0.9180 0.9180 0.9205 0.9188
S2 0.9150 0.9150 0.9201
S3 0.9105 0.9135 0.9197
S4 0.9060 0.9090 0.9184
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9563 0.9490 0.9246
R3 0.9445 0.9372 0.9213
R2 0.9327 0.9327 0.9203
R1 0.9254 0.9254 0.9192 0.9232
PP 0.9209 0.9209 0.9209 0.9198
S1 0.9136 0.9136 0.9170 0.9114
S2 0.9091 0.9091 0.9159
S3 0.8973 0.9018 0.9149
S4 0.8855 0.8900 0.9116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9222 0.9149 0.0073 0.8% 0.0047 0.5% 82% False False 163
10 0.9295 0.9149 0.0146 1.6% 0.0049 0.5% 41% False False 148
20 0.9355 0.9107 0.0248 2.7% 0.0053 0.6% 41% False False 147
40 0.9355 0.8857 0.0498 5.4% 0.0045 0.5% 71% False False 92
60 0.9355 0.8768 0.0587 6.4% 0.0032 0.3% 75% False False 62
80 0.9355 0.8582 0.0773 8.4% 0.0024 0.3% 81% False False 47
100 0.9355 0.8582 0.0773 8.4% 0.0020 0.2% 81% False False 37
120 0.9355 0.8582 0.0773 8.4% 0.0017 0.2% 81% False False 31
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 0.0010
Fibonacci Retracements and Extensions
4.250 0.9402
2.618 0.9329
1.618 0.9284
1.000 0.9256
0.618 0.9239
HIGH 0.9211
0.618 0.9194
0.500 0.9189
0.382 0.9183
LOW 0.9166
0.618 0.9138
1.000 0.9121
1.618 0.9093
2.618 0.9048
4.250 0.8975
Fisher Pivots for day following 30-Apr-2014
Pivot 1 day 3 day
R1 0.9202 0.9201
PP 0.9195 0.9193
S1 0.9189 0.9186

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

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