CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	0.9269	0.9289	0.0020	0.2%	0.9303
High	0.9296	0.9315	0.0019	0.2%	0.9327
Low	0.9221	0.9279	0.0058	0.6%	0.9221
Close	0.9288	0.9302	0.0014	0.2%	0.9302
Range	0.0075	0.0036	-0.0039	-52.0%	0.0106
ATR	0.0051	0.0050	-0.0001	-2.1%	0.0000
Volume	78,379	76,009	-2,370	-3.0%	374,619

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9407	0.9390	0.9322
R3	0.9371	0.9354	0.9312
R2	0.9335	0.9335	0.9309
R1	0.9318	0.9318	0.9305	0.9327
PP	0.9299	0.9299	0.9299	0.9303
S1	0.9282	0.9282	0.9299	0.9291
S2	0.9263	0.9263	0.9295
S3	0.9227	0.9246	0.9292
S4	0.9191	0.9210	0.9282

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9558	0.9360
R3	0.9495	0.9452	0.9331
R2	0.9389	0.9389	0.9321
R1	0.9346	0.9346	0.9312	0.9315
PP	0.9283	0.9283	0.9283	0.9268
S1	0.9240	0.9240	0.9292	0.9209
S2	0.9177	0.9177	0.9283
S3	0.9071	0.9134	0.9273
S4	0.8965	0.9028	0.9244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9327	0.9221	0.0106	1.1%	0.0045	0.5%	76%	False	False	74,923
10	0.9327	0.9221	0.0106	1.1%	0.0041	0.4%	76%	False	False	66,397
20	0.9386	0.9216	0.0170	1.8%	0.0050	0.5%	51%	False	False	77,396
40	0.9454	0.9216	0.0238	2.6%	0.0053	0.6%	36%	False	False	73,687
60	0.9454	0.9165	0.0289	3.1%	0.0054	0.6%	47%	False	False	62,508
80	0.9454	0.9120	0.0334	3.6%	0.0054	0.6%	54%	False	False	47,018
100	0.9454	0.9107	0.0347	3.7%	0.0054	0.6%	56%	False	False	37,644
120	0.9454	0.8857	0.0597	6.4%	0.0051	0.6%	75%	False	False	31,376

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9468
2.618	0.9409
1.618	0.9373
1.000	0.9351
0.618	0.9337
HIGH	0.9315
0.618	0.9301
0.500	0.9297
0.382	0.9293
LOW	0.9279
0.618	0.9257
1.000	0.9243
1.618	0.9221
2.618	0.9185
4.250	0.9126

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	0.9300	0.9291
PP	0.9299	0.9279
S1	0.9297	0.9268

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