CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 0.8729 0.8693 -0.0036 -0.4% 0.8942
High 0.8729 0.8703 -0.0026 -0.3% 0.8990
Low 0.8729 0.8693 -0.0036 -0.4% 0.8777
Close 0.8729 0.8703 -0.0026 -0.3% 0.8804
Range 0.0000 0.0010 0.0010 0.0213
ATR 0.0043 0.0042 0.0000 -1.1% 0.0000
Volume 0 1 1 0
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8730 0.8726 0.8709
R3 0.8720 0.8716 0.8706
R2 0.8710 0.8710 0.8705
R1 0.8706 0.8706 0.8704 0.8708
PP 0.8700 0.8700 0.8700 0.8701
S1 0.8696 0.8696 0.8702 0.8698
S2 0.8690 0.8690 0.8701
S3 0.8680 0.8686 0.8700
S4 0.8670 0.8676 0.8698
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9496 0.9363 0.8921
R3 0.9283 0.9150 0.8863
R2 0.9070 0.9070 0.8843
R1 0.8937 0.8937 0.8824 0.8897
PP 0.8857 0.8857 0.8857 0.8837
S1 0.8724 0.8724 0.8784 0.8684
S2 0.8644 0.8644 0.8765
S3 0.8431 0.8511 0.8745
S4 0.8218 0.8298 0.8687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8804 0.8693 0.0111 1.3% 0.0002 0.0% 9% False True
10 0.8990 0.8693 0.0297 3.4% 0.0001 0.0% 3% False True
20 0.9039 0.8693 0.0346 4.0% 0.0001 0.0% 3% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.8746
2.618 0.8729
1.618 0.8719
1.000 0.8713
0.618 0.8709
HIGH 0.8703
0.618 0.8699
0.500 0.8698
0.382 0.8697
LOW 0.8693
0.618 0.8687
1.000 0.8683
1.618 0.8677
2.618 0.8667
4.250 0.8651
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 0.8701 0.8717
PP 0.8700 0.8712
S1 0.8698 0.8708

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

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