CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	0.9373	0.9382	0.0009	0.1%	0.9323
High	0.9388	0.9454	0.0066	0.7%	0.9391
Low	0.9336	0.9364	0.0028	0.3%	0.9300
Close	0.9376	0.9446	0.0070	0.7%	0.9372
Range	0.0052	0.0090	0.0038	73.1%	0.0091
ATR	0.0054	0.0057	0.0003	4.7%	0.0000
Volume	61,727	91,957	30,230	49.0%	287,707

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9691	0.9659	0.9496
R3	0.9601	0.9569	0.9471
R2	0.9511	0.9511	0.9463
R1	0.9479	0.9479	0.9454	0.9495
PP	0.9421	0.9421	0.9421	0.9430
S1	0.9389	0.9389	0.9438	0.9405
S2	0.9331	0.9331	0.9430
S3	0.9241	0.9299	0.9421
S4	0.9151	0.9209	0.9397

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9627	0.9591	0.9422
R3	0.9536	0.9500	0.9397
R2	0.9445	0.9445	0.9389
R1	0.9409	0.9409	0.9380	0.9427
PP	0.9354	0.9354	0.9354	0.9364
S1	0.9318	0.9318	0.9364	0.9336
S2	0.9263	0.9263	0.9355
S3	0.9172	0.9227	0.9347
S4	0.9081	0.9136	0.9322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9454	0.9300	0.0154	1.6%	0.0051	0.5%	95%	True	False	64,392
10	0.9454	0.9261	0.0193	2.0%	0.0059	0.6%	96%	True	False	62,649
20	0.9454	0.9188	0.0266	2.8%	0.0057	0.6%	97%	True	False	50,329
40	0.9454	0.9136	0.0318	3.4%	0.0056	0.6%	97%	True	False	25,585
60	0.9454	0.9120	0.0334	3.5%	0.0055	0.6%	98%	True	False	17,112
80	0.9454	0.8857	0.0597	6.3%	0.0052	0.5%	99%	True	False	12,848
100	0.9454	0.8794	0.0660	7.0%	0.0042	0.4%	99%	True	False	10,278
120	0.9454	0.8582	0.0872	9.2%	0.0036	0.4%	99%	True	False	8,565

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9837
2.618	0.9690
1.618	0.9600
1.000	0.9544
0.618	0.9510
HIGH	0.9454
0.618	0.9420
0.500	0.9409
0.382	0.9398
LOW	0.9364
0.618	0.9308
1.000	0.9274
1.618	0.9218
2.618	0.9128
4.250	0.8982

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	0.9434	0.9429
PP	0.9421	0.9412
S1	0.9409	0.9395

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