CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	0.9177	0.9202	0.0025	0.3%	0.9162
High	0.9220	0.9234	0.0014	0.2%	0.9261
Low	0.9165	0.9188	0.0023	0.3%	0.9144
Close	0.9191	0.9212	0.0021	0.2%	0.9237
Range	0.0055	0.0046	-0.0009	-16.4%	0.0117
ATR	0.0056	0.0055	-0.0001	-1.3%	0.0000
Volume	2,749	1,199	-1,550	-56.4%	4,232

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9349	0.9327	0.9237
R3	0.9303	0.9281	0.9225
R2	0.9257	0.9257	0.9220
R1	0.9235	0.9235	0.9216	0.9246
PP	0.9211	0.9211	0.9211	0.9217
S1	0.9189	0.9189	0.9208	0.9200
S2	0.9165	0.9165	0.9204
S3	0.9119	0.9143	0.9199
S4	0.9073	0.9097	0.9187

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9565	0.9518	0.9301
R3	0.9448	0.9401	0.9269
R2	0.9331	0.9331	0.9258
R1	0.9284	0.9284	0.9248	0.9308
PP	0.9214	0.9214	0.9214	0.9226
S1	0.9167	0.9167	0.9226	0.9191
S2	0.9097	0.9097	0.9216
S3	0.8980	0.9050	0.9205
S4	0.8863	0.8933	0.9173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9261	0.9144	0.0117	1.3%	0.0064	0.7%	58%	False	False	1,905
10	0.9261	0.9136	0.0125	1.4%	0.0056	0.6%	61%	False	False	1,482
20	0.9328	0.9136	0.0192	2.1%	0.0052	0.6%	40%	False	False	894
40	0.9355	0.9120	0.0235	2.6%	0.0054	0.6%	39%	False	False	529
60	0.9355	0.8857	0.0498	5.4%	0.0051	0.6%	71%	False	False	374
80	0.9355	0.8794	0.0561	6.1%	0.0039	0.4%	75%	False	False	281
100	0.9355	0.8582	0.0773	8.4%	0.0033	0.4%	82%	False	False	225
120	0.9355	0.8582	0.0773	8.4%	0.0028	0.3%	82%	False	False	187

Crabel Price Patterns
NR	True
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9430
2.618	0.9354
1.618	0.9308
1.000	0.9280
0.618	0.9262
HIGH	0.9234
0.618	0.9216
0.500	0.9211
0.382	0.9206
LOW	0.9188
0.618	0.9160
1.000	0.9142
1.618	0.9114
2.618	0.9068
4.250	0.8993

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	0.9212	0.9210
PP	0.9211	0.9208
S1	0.9211	0.9206

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