CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	0.8817	0.8791	-0.0026	-0.3%	0.8958
High	0.8873	0.8844	-0.0029	-0.3%	0.9055
Low	0.8777	0.8786	0.0009	0.1%	0.8866
Close	0.8788	0.8824	0.0036	0.4%	0.8878
Range	0.0096	0.0058	-0.0038	-39.6%	0.0189
ATR	0.0078	0.0077	-0.0001	-1.8%	0.0000
Volume	142,672	114,876	-27,796	-19.5%	660,582

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8992	0.8966	0.8856
R3	0.8934	0.8908	0.8840
R2	0.8876	0.8876	0.8835
R1	0.8850	0.8850	0.8829	0.8863
PP	0.8818	0.8818	0.8818	0.8825
S1	0.8792	0.8792	0.8819	0.8805
S2	0.8760	0.8760	0.8813
S3	0.8702	0.8734	0.8808
S4	0.8644	0.8676	0.8792

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9500	0.9378	0.8982
R3	0.9311	0.9189	0.8930
R2	0.9122	0.9122	0.8913
R1	0.9000	0.9000	0.8895	0.8967
PP	0.8933	0.8933	0.8933	0.8916
S1	0.8811	0.8811	0.8861	0.8778
S2	0.8744	0.8744	0.8843
S3	0.8555	0.8622	0.8826
S4	0.8366	0.8433	0.8774

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8942	0.8777	0.0165	1.9%	0.0079	0.9%	28%	False	False	126,457
10	0.9156	0.8777	0.0379	4.3%	0.0092	1.0%	12%	False	False	123,573
20	0.9338	0.8777	0.0561	6.4%	0.0082	0.9%	8%	False	False	70,380
40	0.9338	0.8777	0.0561	6.4%	0.0064	0.7%	8%	False	False	35,438
60	0.9394	0.8777	0.0617	7.0%	0.0056	0.6%	8%	False	False	23,679
80	0.9394	0.8777	0.0617	7.0%	0.0048	0.5%	8%	False	False	17,766
100	0.9394	0.8777	0.0617	7.0%	0.0041	0.5%	8%	False	False	14,213
120	0.9394	0.8777	0.0617	7.0%	0.0036	0.4%	8%	False	False	11,845

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	0.0024
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9091
2.618	0.8996
1.618	0.8938
1.000	0.8902
0.618	0.8880
HIGH	0.8844
0.618	0.8822
0.500	0.8815
0.382	0.8808
LOW	0.8786
0.618	0.8750
1.000	0.8728
1.618	0.8692
2.618	0.8634
4.250	0.8540

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	0.8821	0.8837
PP	0.8818	0.8833
S1	0.8815	0.8828

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