CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 0.8899 0.8932 0.0033 0.4% 0.8930
High 0.8899 0.8932 0.0033 0.4% 0.8968
Low 0.8899 0.8932 0.0033 0.4% 0.8860
Close 0.8899 0.8932 0.0033 0.4% 0.8932
Range
ATR 0.0042 0.0041 -0.0001 -1.5% 0.0000
Volume
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8932 0.8932 0.8932
R3 0.8932 0.8932 0.8932
R2 0.8932 0.8932 0.8932
R1 0.8932 0.8932 0.8932 0.8932
PP 0.8932 0.8932 0.8932 0.8932
S1 0.8932 0.8932 0.8932 0.8932
S2 0.8932 0.8932 0.8932
S3 0.8932 0.8932 0.8932
S4 0.8932 0.8932 0.8932
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9244 0.9196 0.8991
R3 0.9136 0.9088 0.8962
R2 0.9028 0.9028 0.8952
R1 0.8980 0.8980 0.8942 0.9004
PP 0.8920 0.8920 0.8920 0.8932
S1 0.8872 0.8872 0.8922 0.8896
S2 0.8812 0.8812 0.8912
S3 0.8704 0.8764 0.8902
S4 0.8596 0.8656 0.8873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8968 0.8860 0.0108 1.2% 0.0000 0.0% 67% False False
10 0.8989 0.8860 0.0129 1.4% 0.0000 0.0% 56% False False
20 0.9231 0.8860 0.0371 4.2% 0.0000 0.0% 19% 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 0.8932
2.618 0.8932
1.618 0.8932
1.000 0.8932
0.618 0.8932
HIGH 0.8932
0.618 0.8932
0.500 0.8932
0.382 0.8932
LOW 0.8932
0.618 0.8932
1.000 0.8932
1.618 0.8932
2.618 0.8932
4.250 0.8932
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 0.8932 0.8920
PP 0.8932 0.8908
S1 0.8932 0.8896

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

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