CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	0.9283	0.9293	0.0010	0.1%	0.9243
High	0.9304	0.9302	-0.0002	0.0%	0.9325
Low	0.9278	0.9289	0.0011	0.1%	0.9241
Close	0.9288	0.9292	0.0004	0.0%	0.9288
Range	0.0026	0.0013	-0.0013	-50.0%	0.0084
ATR	0.0043	0.0041	-0.0002	-4.8%	0.0000
Volume	152	93	-59	-38.8%	1,112

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9333	0.9326	0.9299
R3	0.9320	0.9313	0.9296
R2	0.9307	0.9307	0.9294
R1	0.9300	0.9300	0.9293	0.9297
PP	0.9294	0.9294	0.9294	0.9293
S1	0.9287	0.9287	0.9291	0.9284
S2	0.9281	0.9281	0.9290
S3	0.9268	0.9274	0.9288
S4	0.9255	0.9261	0.9285

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9537	0.9496	0.9334
R3	0.9453	0.9412	0.9311
R2	0.9369	0.9369	0.9303
R1	0.9328	0.9328	0.9296	0.9349
PP	0.9285	0.9285	0.9285	0.9295
S1	0.9244	0.9244	0.9280	0.9265
S2	0.9201	0.9201	0.9273
S3	0.9117	0.9160	0.9265
S4	0.9033	0.9076	0.9242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9325	0.9269	0.0056	0.6%	0.0029	0.3%	41%	False	False	174
10	0.9394	0.9227	0.0167	1.8%	0.0040	0.4%	39%	False	False	140
20	0.9394	0.9217	0.0177	1.9%	0.0034	0.4%	42%	False	False	91
40	0.9394	0.9087	0.0307	3.3%	0.0026	0.3%	67%	False	False	49
60	0.9394	0.9087	0.0307	3.3%	0.0020	0.2%	67%	False	False	34
80	0.9394	0.8875	0.0519	5.6%	0.0016	0.2%	80%	False	False	26
100	0.9394	0.8750	0.0644	6.9%	0.0014	0.2%	84%	False	False	21

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9357
2.618	0.9336
1.618	0.9323
1.000	0.9315
0.618	0.9310
HIGH	0.9302
0.618	0.9297
0.500	0.9296
0.382	0.9294
LOW	0.9289
0.618	0.9281
1.000	0.9276
1.618	0.9268
2.618	0.9255
4.250	0.9234

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	0.9296	0.9297
PP	0.9294	0.9295
S1	0.9293	0.9294

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