CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 30-Apr-2014
Day Change Summary
Previous Current
29-Apr-2014 30-Apr-2014 Change Change % Previous Week
Open 0.9129 0.9130 0.0001 0.0% 0.9178
High 0.9129 0.9152 0.0023 0.3% 0.9215
Low 0.9129 0.9121 -0.0008 -0.1% 0.9108
Close 0.9129 0.9152 0.0023 0.3% 0.9123
Range 0.0000 0.0031 0.0031 0.0107
ATR 0.0034 0.0034 0.0000 -0.6% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 30-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9235 0.9224 0.9169
R3 0.9204 0.9193 0.9161
R2 0.9173 0.9173 0.9158
R1 0.9162 0.9162 0.9155 0.9168
PP 0.9142 0.9142 0.9142 0.9144
S1 0.9131 0.9131 0.9149 0.9137
S2 0.9111 0.9111 0.9146
S3 0.9080 0.9100 0.9143
S4 0.9049 0.9069 0.9135
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9470 0.9403 0.9182
R3 0.9363 0.9296 0.9152
R2 0.9256 0.9256 0.9143
R1 0.9189 0.9189 0.9133 0.9169
PP 0.9149 0.9149 0.9149 0.9139
S1 0.9082 0.9082 0.9113 0.9062
S2 0.9042 0.9042 0.9103
S3 0.8935 0.8975 0.9094
S4 0.8828 0.8868 0.9064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9152 0.9108 0.0044 0.5% 0.0010 0.1% 100% True False 1
10 0.9230 0.9108 0.0122 1.3% 0.0007 0.1% 36% False False 2
20 0.9284 0.9061 0.0223 2.4% 0.0009 0.1% 41% False False 2
40 0.9284 0.8802 0.0482 5.3% 0.0006 0.1% 73% False False 2
60 0.9284 0.8600 0.0684 7.5% 0.0008 0.1% 81% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9284
2.618 0.9233
1.618 0.9202
1.000 0.9183
0.618 0.9171
HIGH 0.9152
0.618 0.9140
0.500 0.9137
0.382 0.9133
LOW 0.9121
0.618 0.9102
1.000 0.9090
1.618 0.9071
2.618 0.9040
4.250 0.8989
Fisher Pivots for day following 30-Apr-2014
Pivot 1 day 3 day
R1 0.9147 0.9145
PP 0.9142 0.9137
S1 0.9137 0.9130

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

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