CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 0.9284 0.9239 -0.0045 -0.5% 0.9110
High 0.9284 0.9239 -0.0045 -0.5% 0.9284
Low 0.9265 0.9239 -0.0026 -0.3% 0.9110
Close 0.9265 0.9239 -0.0026 -0.3% 0.9239
Range 0.0019 0.0000 -0.0019 -100.0% 0.0174
ATR 0.0038 0.0037 -0.0001 -2.2% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9239 0.9239 0.9239
R3 0.9239 0.9239 0.9239
R2 0.9239 0.9239 0.9239
R1 0.9239 0.9239 0.9239 0.9239
PP 0.9239 0.9239 0.9239 0.9239
S1 0.9239 0.9239 0.9239 0.9239
S2 0.9239 0.9239 0.9239
S3 0.9239 0.9239 0.9239
S4 0.9239 0.9239 0.9239
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9733 0.9660 0.9335
R3 0.9559 0.9486 0.9287
R2 0.9385 0.9385 0.9271
R1 0.9312 0.9312 0.9255 0.9349
PP 0.9211 0.9211 0.9211 0.9229
S1 0.9138 0.9138 0.9223 0.9175
S2 0.9037 0.9037 0.9207
S3 0.8863 0.8964 0.9191
S4 0.8689 0.8790 0.9143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9284 0.9110 0.0174 1.9% 0.0012 0.1% 74% False False 3
10 0.9284 0.9061 0.0223 2.4% 0.0007 0.1% 80% False False 2
20 0.9284 0.8875 0.0409 4.4% 0.0007 0.1% 89% False False 1
40 0.9284 0.8750 0.0534 5.8% 0.0005 0.1% 92% False False 3
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9239
2.618 0.9239
1.618 0.9239
1.000 0.9239
0.618 0.9239
HIGH 0.9239
0.618 0.9239
0.500 0.9239
0.382 0.9239
LOW 0.9239
0.618 0.9239
1.000 0.9239
1.618 0.9239
2.618 0.9239
4.250 0.9239
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 0.9239 0.9259
PP 0.9239 0.9252
S1 0.9239 0.9246

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

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