CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 0.8962 0.8905 -0.0057 -0.6% 0.9190
High 0.8962 0.8905 -0.0057 -0.6% 0.9231
Low 0.8962 0.8905 -0.0057 -0.6% 0.8989
Close 0.8962 0.8905 -0.0057 -0.6% 0.8989
Range
ATR 0.0039 0.0040 0.0001 3.3% 0.0000
Volume
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.8905 0.8905 0.8905
R3 0.8905 0.8905 0.8905
R2 0.8905 0.8905 0.8905
R1 0.8905 0.8905 0.8905 0.8905
PP 0.8905 0.8905 0.8905 0.8905
S1 0.8905 0.8905 0.8905 0.8905
S2 0.8905 0.8905 0.8905
S3 0.8905 0.8905 0.8905
S4 0.8905 0.8905 0.8905
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9796 0.9634 0.9122
R3 0.9554 0.9392 0.9056
R2 0.9312 0.9312 0.9033
R1 0.9150 0.9150 0.9011 0.9110
PP 0.9070 0.9070 0.9070 0.9050
S1 0.8908 0.8908 0.8967 0.8868
S2 0.8828 0.8828 0.8945
S3 0.8586 0.8666 0.8922
S4 0.8344 0.8424 0.8856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9039 0.8905 0.0134 1.5% 0.0000 0.0% 0% False True
10 0.9231 0.8905 0.0326 3.7% 0.0000 0.0% 0% False True
20 0.9335 0.8905 0.0430 4.8% 0.0000 0.0% 0% False True
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 0.8905
2.618 0.8905
1.618 0.8905
1.000 0.8905
0.618 0.8905
HIGH 0.8905
0.618 0.8905
0.500 0.8905
0.382 0.8905
LOW 0.8905
0.618 0.8905
1.000 0.8905
1.618 0.8905
2.618 0.8905
4.250 0.8905
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 0.8905 0.8943
PP 0.8905 0.8930
S1 0.8905 0.8918

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

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