CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 0.9109 0.9135 0.0026 0.3% 0.9308
High 0.9109 0.9135 0.0026 0.3% 0.9335
Low 0.9109 0.9135 0.0026 0.3% 0.9184
Close 0.9109 0.9135 0.0026 0.3% 0.9184
Range
ATR 0.0037 0.0036 -0.0001 -2.1% 0.0000
Volume
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9135 0.9135 0.9135
R3 0.9135 0.9135 0.9135
R2 0.9135 0.9135 0.9135
R1 0.9135 0.9135 0.9135 0.9135
PP 0.9135 0.9135 0.9135 0.9135
S1 0.9135 0.9135 0.9135 0.9135
S2 0.9135 0.9135 0.9135
S3 0.9135 0.9135 0.9135
S4 0.9135 0.9135 0.9135
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9687 0.9587 0.9267
R3 0.9536 0.9436 0.9226
R2 0.9385 0.9385 0.9212
R1 0.9285 0.9285 0.9198 0.9260
PP 0.9234 0.9234 0.9234 0.9222
S1 0.9134 0.9134 0.9170 0.9109
S2 0.9083 0.9083 0.9156
S3 0.8932 0.8983 0.9142
S4 0.8781 0.8832 0.9101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9266 0.9109 0.0157 1.7% 0.0000 0.0% 17% False False
10 0.9335 0.9109 0.0226 2.5% 0.0000 0.0% 12% False False
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9135
2.618 0.9135
1.618 0.9135
1.000 0.9135
0.618 0.9135
HIGH 0.9135
0.618 0.9135
0.500 0.9135
0.382 0.9135
LOW 0.9135
0.618 0.9135
1.000 0.9135
1.618 0.9135
2.618 0.9135
4.250 0.9135
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 0.9135 0.9134
PP 0.9135 0.9133
S1 0.9135 0.9132

These figures are updated between 7pm and 10pm EST after a trading day.

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