CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 0.9142 0.9108 -0.0034 -0.4% 0.9246
High 0.9142 0.9120 -0.0022 -0.2% 0.9256
Low 0.9136 0.9108 -0.0028 -0.3% 0.9174
Close 0.9136 0.9113 -0.0023 -0.3% 0.9174
Range 0.0006 0.0012 0.0006 100.0% 0.0082
ATR 0.0039 0.0038 -0.0001 -2.0% 0.0000
Volume 3 1 -2 -66.7% 10
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9150 0.9143 0.9120
R3 0.9138 0.9131 0.9116
R2 0.9126 0.9126 0.9115
R1 0.9119 0.9119 0.9114 0.9123
PP 0.9114 0.9114 0.9114 0.9115
S1 0.9107 0.9107 0.9112 0.9111
S2 0.9102 0.9102 0.9111
S3 0.9090 0.9095 0.9110
S4 0.9078 0.9083 0.9106
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9447 0.9393 0.9219
R3 0.9365 0.9311 0.9197
R2 0.9283 0.9283 0.9189
R1 0.9229 0.9229 0.9182 0.9215
PP 0.9201 0.9201 0.9201 0.9195
S1 0.9147 0.9147 0.9166 0.9133
S2 0.9119 0.9119 0.9159
S3 0.9037 0.9065 0.9151
S4 0.8955 0.8983 0.9129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9215 0.9108 0.0107 1.2% 0.0006 0.1% 5% False True 2
10 0.9284 0.9108 0.0176 1.9% 0.0008 0.1% 3% False True 2
20 0.9284 0.9061 0.0223 2.4% 0.0008 0.1% 23% False False 2
40 0.9284 0.8750 0.0534 5.9% 0.0005 0.1% 68% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9171
2.618 0.9151
1.618 0.9139
1.000 0.9132
0.618 0.9127
HIGH 0.9120
0.618 0.9115
0.500 0.9114
0.382 0.9113
LOW 0.9108
0.618 0.9101
1.000 0.9096
1.618 0.9089
2.618 0.9077
4.250 0.9057
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 0.9114 0.9162
PP 0.9114 0.9145
S1 0.9113 0.9129

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

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