CME Australian Dollar Future December 2014

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

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	0.8485	0.8440	-0.0045	-0.5%	0.8657
High	0.8536	0.8461	-0.0075	-0.9%	0.8687
Low	0.8425	0.8381	-0.0044	-0.5%	0.8469
Close	0.8439	0.8395	-0.0044	-0.5%	0.8498
Range	0.0111	0.0080	-0.0031	-27.9%	0.0218
ATR	0.0103	0.0101	-0.0002	-1.6%	0.0000
Volume	97,951	104,308	6,357	6.5%	434,792

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8652	0.8604	0.8439
R3	0.8572	0.8524	0.8417
R2	0.8492	0.8492	0.8410
R1	0.8444	0.8444	0.8402	0.8428
PP	0.8412	0.8412	0.8412	0.8405
S1	0.8364	0.8364	0.8388	0.8348
S2	0.8332	0.8332	0.8380
S3	0.8252	0.8284	0.8373
S4	0.8172	0.8204	0.8351

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9070	0.8618
R3	0.8987	0.8852	0.8558
R2	0.8769	0.8769	0.8538
R1	0.8634	0.8634	0.8518	0.8593
PP	0.8551	0.8551	0.8551	0.8531
S1	0.8416	0.8416	0.8478	0.8375
S2	0.8333	0.8333	0.8458
S3	0.8115	0.8198	0.8438
S4	0.7897	0.7980	0.8378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8606	0.8381	0.0225	2.7%	0.0104	1.2%	6%	False	True	115,210
10	0.8709	0.8381	0.0328	3.9%	0.0103	1.2%	4%	False	True	110,363
20	0.8778	0.8381	0.0397	4.7%	0.0104	1.2%	4%	False	True	107,780
40	0.8882	0.8381	0.0501	6.0%	0.0101	1.2%	3%	False	True	108,212
60	0.9156	0.8381	0.0775	9.2%	0.0100	1.2%	2%	False	True	114,681
80	0.9338	0.8381	0.0957	11.4%	0.0088	1.0%	1%	False	True	87,379
100	0.9364	0.8381	0.0983	11.7%	0.0080	0.9%	1%	False	True	69,961
120	0.9394	0.8381	0.1013	12.1%	0.0072	0.9%	1%	False	True	58,316

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0027
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8801
2.618	0.8670
1.618	0.8590
1.000	0.8541
0.618	0.8510
HIGH	0.8461
0.618	0.8430
0.500	0.8421
0.382	0.8412
LOW	0.8381
0.618	0.8332
1.000	0.8301
1.618	0.8252
2.618	0.8172
4.250	0.8041

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	0.8421	0.8459
PP	0.8412	0.8437
S1	0.8404	0.8416

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