CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	0.8538	0.8623	0.0085	1.0%	0.8734
High	0.8638	0.8661	0.0023	0.3%	0.8737
Low	0.8520	0.8587	0.0067	0.8%	0.8520
Close	0.8615	0.8593	-0.0022	-0.3%	0.8615
Range	0.0118	0.0074	-0.0044	-37.3%	0.0217
ATR	0.0102	0.0100	-0.0002	-1.9%	0.0000
Volume	138,731	74,596	-64,135	-46.2%	643,620

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8836	0.8788	0.8634
R3	0.8762	0.8714	0.8613
R2	0.8688	0.8688	0.8607
R1	0.8640	0.8640	0.8600	0.8627
PP	0.8614	0.8614	0.8614	0.8607
S1	0.8566	0.8566	0.8586	0.8553
S2	0.8540	0.8540	0.8579
S3	0.8466	0.8492	0.8573
S4	0.8392	0.8418	0.8552

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9275	0.9162	0.8734
R3	0.9058	0.8945	0.8675
R2	0.8841	0.8841	0.8655
R1	0.8728	0.8728	0.8635	0.8676
PP	0.8624	0.8624	0.8624	0.8598
S1	0.8511	0.8511	0.8595	0.8459
S2	0.8407	0.8407	0.8575
S3	0.8190	0.8294	0.8555
S4	0.7973	0.8077	0.8496

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8737	0.8520	0.0217	2.5%	0.0114	1.3%	34%	False	False	121,145
10	0.8882	0.8520	0.0362	4.2%	0.0104	1.2%	20%	False	False	115,294
20	0.8882	0.8520	0.0362	4.2%	0.0097	1.1%	20%	False	False	106,614
40	0.9055	0.8520	0.0535	6.2%	0.0100	1.2%	14%	False	False	121,056
60	0.9338	0.8520	0.0818	9.5%	0.0088	1.0%	9%	False	False	88,736
80	0.9364	0.8520	0.0844	9.8%	0.0077	0.9%	9%	False	False	66,628
100	0.9394	0.8520	0.0874	10.2%	0.0069	0.8%	8%	False	False	53,328
120	0.9394	0.8520	0.0874	10.2%	0.0061	0.7%	8%	False	False	44,442

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8976
2.618	0.8855
1.618	0.8781
1.000	0.8735
0.618	0.8707
HIGH	0.8661
0.618	0.8633
0.500	0.8624
0.382	0.8615
LOW	0.8587
0.618	0.8541
1.000	0.8513
1.618	0.8467
2.618	0.8393
4.250	0.8273

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	0.8624	0.8592
PP	0.8614	0.8591
S1	0.8603	0.8591

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