CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	0.8733	0.8643	-0.0090	-1.0%	0.8631
High	0.8745	0.8746	0.0001	0.0%	0.8858
Low	0.8641	0.8613	-0.0028	-0.3%	0.8610
Close	0.8668	0.8717	0.0049	0.6%	0.8668
Range	0.0104	0.0133	0.0029	27.9%	0.0248
ATR	0.0096	0.0099	0.0003	2.8%	0.0000
Volume	124,108	98,725	-25,383	-20.5%	691,360

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9091	0.9037	0.8790
R3	0.8958	0.8904	0.8754
R2	0.8825	0.8825	0.8741
R1	0.8771	0.8771	0.8729	0.8798
PP	0.8692	0.8692	0.8692	0.8706
S1	0.8638	0.8638	0.8705	0.8665
S2	0.8559	0.8559	0.8693
S3	0.8426	0.8505	0.8680
S4	0.8293	0.8372	0.8644

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9456	0.9310	0.8804
R3	0.9208	0.9062	0.8736
R2	0.8960	0.8960	0.8713
R1	0.8814	0.8814	0.8691	0.8887
PP	0.8712	0.8712	0.8712	0.8749
S1	0.8566	0.8566	0.8645	0.8639
S2	0.8464	0.8464	0.8623
S3	0.8216	0.8318	0.8600
S4	0.7968	0.8070	0.8532

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8858	0.8613	0.0245	2.8%	0.0119	1.4%	42%	False	True	133,805
10	0.8858	0.8598	0.0260	3.0%	0.0115	1.3%	46%	False	False	138,059
20	0.9055	0.8598	0.0457	5.2%	0.0102	1.2%	26%	False	False	135,497
40	0.9338	0.8598	0.0740	8.5%	0.0083	1.0%	16%	False	False	79,797
60	0.9364	0.8598	0.0766	8.8%	0.0070	0.8%	16%	False	False	53,299
80	0.9394	0.8598	0.0796	9.1%	0.0062	0.7%	15%	False	False	40,007
100	0.9394	0.8598	0.0796	9.1%	0.0053	0.6%	15%	False	False	32,008
120	0.9394	0.8598	0.0796	9.1%	0.0046	0.5%	15%	False	False	26,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9311
2.618	0.9094
1.618	0.8961
1.000	0.8879
0.618	0.8828
HIGH	0.8746
0.618	0.8695
0.500	0.8680
0.382	0.8664
LOW	0.8613
0.618	0.8531
1.000	0.8480
1.618	0.8398
2.618	0.8265
4.250	0.8048

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	0.8705	0.8736
PP	0.8692	0.8729
S1	0.8680	0.8723

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