CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 02-Jul-2014

Day Change Summary
	Previous	Current
	01-Jul-2014	02-Jul-2014	Change	Change %	Previous Week
Open	0.9382	0.9445	0.0063	0.7%	0.9323
High	0.9454	0.9448	-0.0006	-0.1%	0.9391
Low	0.9364	0.9381	0.0017	0.2%	0.9300
Close	0.9446	0.9389	-0.0057	-0.6%	0.9372
Range	0.0090	0.0067	-0.0023	-25.6%	0.0091
ATR	0.0057	0.0058	0.0001	1.3%	0.0000
Volume	91,957	72,635	-19,322	-21.0%	287,707

Daily Pivots for day following 02-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9607	0.9565	0.9426
R3	0.9540	0.9498	0.9407
R2	0.9473	0.9473	0.9401
R1	0.9431	0.9431	0.9395	0.9419
PP	0.9406	0.9406	0.9406	0.9400
S1	0.9364	0.9364	0.9383	0.9352
S2	0.9339	0.9339	0.9377
S3	0.9272	0.9297	0.9371
S4	0.9205	0.9230	0.9352

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	0.9336	0.0118	1.3%	0.0054	0.6%	45%	False	False	66,118
10	0.9454	0.9300	0.0154	1.6%	0.0057	0.6%	58%	False	False	62,651
20	0.9454	0.9194	0.0260	2.8%	0.0058	0.6%	75%	False	False	53,901
40	0.9454	0.9136	0.0318	3.4%	0.0055	0.6%	80%	False	False	27,397
60	0.9454	0.9120	0.0334	3.6%	0.0055	0.6%	81%	False	False	18,319
80	0.9454	0.8857	0.0597	6.4%	0.0053	0.6%	89%	False	False	13,756
100	0.9454	0.8794	0.0660	7.0%	0.0043	0.5%	90%	False	False	11,005
120	0.9454	0.8582	0.0872	9.3%	0.0037	0.4%	93%	False	False	9,171

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9733
2.618	0.9623
1.618	0.9556
1.000	0.9515
0.618	0.9489
HIGH	0.9448
0.618	0.9422
0.500	0.9415
0.382	0.9407
LOW	0.9381
0.618	0.9340
1.000	0.9314
1.618	0.9273
2.618	0.9206
4.250	0.9096

Fisher Pivots for day following 02-Jul-2014
Pivot	1 day	3 day
R1	0.9415	0.9395
PP	0.9406	0.9393
S1	0.9398	0.9391

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