CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 0.8716 0.8702 -0.0014 -0.2% 0.8781
High 0.8716 0.8761 0.0045 0.5% 0.8781
Low 0.8716 0.8702 -0.0014 -0.2% 0.8716
Close 0.8716 0.8761 0.0045 0.5% 0.8716
Range 0.0000 0.0059 0.0059 0.0065
ATR 0.0038 0.0039 0.0002 4.0% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8918 0.8899 0.8793
R3 0.8859 0.8840 0.8777
R2 0.8800 0.8800 0.8772
R1 0.8781 0.8781 0.8766 0.8791
PP 0.8741 0.8741 0.8741 0.8746
S1 0.8722 0.8722 0.8756 0.8732
S2 0.8682 0.8682 0.8750
S3 0.8623 0.8663 0.8745
S4 0.8564 0.8604 0.8729
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8933 0.8889 0.8752
R3 0.8868 0.8824 0.8734
R2 0.8803 0.8803 0.8728
R1 0.8759 0.8759 0.8722 0.8749
PP 0.8738 0.8738 0.8738 0.8732
S1 0.8694 0.8694 0.8710 0.8684
S2 0.8673 0.8673 0.8704
S3 0.8608 0.8629 0.8698
S4 0.8543 0.8564 0.8680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8781 0.8702 0.0079 0.9% 0.0012 0.1% 75% False True 1
10 0.8791 0.8693 0.0098 1.1% 0.0007 0.1% 69% False False
20 0.8990 0.8693 0.0297 3.4% 0.0003 0.0% 23% False False
40 0.9335 0.8693 0.0642 7.3% 0.0002 0.0% 11% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 0.9012
2.618 0.8915
1.618 0.8856
1.000 0.8820
0.618 0.8797
HIGH 0.8761
0.618 0.8738
0.500 0.8732
0.382 0.8725
LOW 0.8702
0.618 0.8666
1.000 0.8643
1.618 0.8607
2.618 0.8548
4.250 0.8451
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 0.8751 0.8751
PP 0.8741 0.8741
S1 0.8732 0.8732

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

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