CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	0.9225	0.9211	-0.0014	-0.2%	0.9200
High	0.9242	0.9236	-0.0006	-0.1%	0.9256
Low	0.9201	0.9159	-0.0042	-0.5%	0.9170
Close	0.9215	0.9230	0.0015	0.2%	0.9248
Range	0.0041	0.0077	0.0036	87.8%	0.0086
ATR	0.0042	0.0045	0.0002	5.9%	0.0000
Volume	532	963	431	81.0%	1,605

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9439	0.9412	0.9272
R3	0.9362	0.9335	0.9251
R2	0.9285	0.9285	0.9244
R1	0.9258	0.9258	0.9237	0.9272
PP	0.9208	0.9208	0.9208	0.9215
S1	0.9181	0.9181	0.9223	0.9195
S2	0.9131	0.9131	0.9216
S3	0.9054	0.9104	0.9209
S4	0.8977	0.9027	0.9188

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9483	0.9451	0.9295
R3	0.9397	0.9365	0.9272
R2	0.9311	0.9311	0.9264
R1	0.9279	0.9279	0.9256	0.9295
PP	0.9225	0.9225	0.9225	0.9233
S1	0.9193	0.9193	0.9240	0.9209
S2	0.9139	0.9139	0.9232
S3	0.9053	0.9107	0.9224
S4	0.8967	0.9021	0.9201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9267	0.9159	0.0108	1.2%	0.0042	0.5%	66%	False	True	482
10	0.9267	0.9159	0.0108	1.2%	0.0039	0.4%	66%	False	True	411
20	0.9324	0.9159	0.0165	1.8%	0.0044	0.5%	43%	False	True	372
40	0.9394	0.9159	0.0235	2.5%	0.0042	0.5%	30%	False	True	260
60	0.9394	0.9122	0.0272	2.9%	0.0035	0.4%	40%	False	False	181
80	0.9394	0.9087	0.0307	3.3%	0.0030	0.3%	47%	False	False	137
100	0.9394	0.9061	0.0333	3.6%	0.0025	0.3%	51%	False	False	110
120	0.9394	0.8773	0.0621	6.7%	0.0022	0.2%	74%	False	False	92

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9563
2.618	0.9438
1.618	0.9361
1.000	0.9313
0.618	0.9284
HIGH	0.9236
0.618	0.9207
0.500	0.9198
0.382	0.9188
LOW	0.9159
0.618	0.9111
1.000	0.9082
1.618	0.9034
2.618	0.8957
4.250	0.8832

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	0.9219	0.9224
PP	0.9208	0.9219
S1	0.9198	0.9213

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