CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	0.8687	0.8759	0.0072	0.8%	0.8706
High	0.8783	0.8762	-0.0021	-0.2%	0.8783
Low	0.8685	0.8598	-0.0087	-1.0%	0.8598
Close	0.8760	0.8628	-0.0132	-1.5%	0.8628
Range	0.0098	0.0164	0.0066	67.3%	0.0185
ATR	0.0080	0.0086	0.0006	7.5%	0.0000
Volume	151,496	143,703	-7,793	-5.1%	717,191

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9155	0.9055	0.8718
R3	0.8991	0.8891	0.8673
R2	0.8827	0.8827	0.8658
R1	0.8727	0.8727	0.8643	0.8695
PP	0.8663	0.8663	0.8663	0.8647
S1	0.8563	0.8563	0.8613	0.8531
S2	0.8499	0.8499	0.8598
S3	0.8335	0.8399	0.8583
S4	0.8171	0.8235	0.8538

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9225	0.9111	0.8730
R3	0.9040	0.8926	0.8679
R2	0.8855	0.8855	0.8662
R1	0.8741	0.8741	0.8645	0.8706
PP	0.8670	0.8670	0.8670	0.8652
S1	0.8556	0.8556	0.8611	0.8521
S2	0.8485	0.8485	0.8594
S3	0.8300	0.8371	0.8577
S4	0.8115	0.8186	0.8526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8783	0.8598	0.0185	2.1%	0.0099	1.1%	16%	False	True	143,438
10	0.8897	0.8598	0.0299	3.5%	0.0092	1.1%	10%	False	True	136,474
20	0.9310	0.8598	0.0712	8.3%	0.0095	1.1%	4%	False	True	118,578
40	0.9338	0.8598	0.0740	8.6%	0.0070	0.8%	4%	False	True	60,097
60	0.9364	0.8598	0.0766	8.9%	0.0062	0.7%	4%	False	True	40,150
80	0.9394	0.8598	0.0796	9.2%	0.0055	0.6%	4%	False	True	30,133
100	0.9394	0.8598	0.0796	9.2%	0.0047	0.5%	4%	False	True	24,107
120	0.9394	0.8598	0.0796	9.2%	0.0041	0.5%	4%	False	True	20,090

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 173 trading days

Fibonacci Retracements and Extensions
4.250	0.9459
2.618	0.9191
1.618	0.9027
1.000	0.8926
0.618	0.8863
HIGH	0.8762
0.618	0.8699
0.500	0.8680
0.382	0.8661
LOW	0.8598
0.618	0.8497
1.000	0.8434
1.618	0.8333
2.618	0.8169
4.250	0.7901

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	0.8680	0.8691
PP	0.8663	0.8670
S1	0.8645	0.8649

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