CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	0.9272	0.9280	0.0008	0.1%	0.9243
High	0.9272	0.9296	0.0024	0.3%	0.9325
Low	0.9238	0.9254	0.0016	0.2%	0.9241
Close	0.9265	0.9282	0.0017	0.2%	0.9288
Range	0.0034	0.0042	0.0008	23.5%	0.0084
ATR	0.0041	0.0041	0.0000	0.2%	0.0000
Volume	170	141	-29	-17.1%	1,112

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9403	0.9385	0.9305
R3	0.9361	0.9343	0.9294
R2	0.9319	0.9319	0.9290
R1	0.9301	0.9301	0.9286	0.9310
PP	0.9277	0.9277	0.9277	0.9282
S1	0.9259	0.9259	0.9278	0.9268
S2	0.9235	0.9235	0.9274
S3	0.9193	0.9217	0.9270
S4	0.9151	0.9175	0.9259

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	0.9304	0.9238	0.0066	0.7%	0.0031	0.3%	67%	False	False	201
10	0.9325	0.9227	0.0098	1.1%	0.0035	0.4%	56%	False	False	203
20	0.9394	0.9227	0.0167	1.8%	0.0034	0.4%	33%	False	False	125
40	0.9394	0.9087	0.0307	3.3%	0.0027	0.3%	64%	False	False	68
60	0.9394	0.9087	0.0307	3.3%	0.0021	0.2%	64%	False	False	46
80	0.9394	0.8993	0.0401	4.3%	0.0018	0.2%	72%	False	False	35
100	0.9394	0.8750	0.0644	6.9%	0.0015	0.2%	83%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9475
2.618	0.9406
1.618	0.9364
1.000	0.9338
0.618	0.9322
HIGH	0.9296
0.618	0.9280
0.500	0.9275
0.382	0.9270
LOW	0.9254
0.618	0.9228
1.000	0.9212
1.618	0.9186
2.618	0.9144
4.250	0.9076

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	0.9280	0.9277
PP	0.9277	0.9272
S1	0.9275	0.9267

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