CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 0.8702 0.8777 0.0075 0.9% 0.8781
High 0.8761 0.8777 0.0016 0.2% 0.8781
Low 0.8702 0.8777 0.0075 0.9% 0.8716
Close 0.8761 0.8777 0.0016 0.2% 0.8716
Range 0.0059 0.0000 -0.0059 -100.0% 0.0065
ATR 0.0039 0.0038 -0.0002 -4.2% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8777 0.8777 0.8777
R3 0.8777 0.8777 0.8777
R2 0.8777 0.8777 0.8777
R1 0.8777 0.8777 0.8777 0.8777
PP 0.8777 0.8777 0.8777 0.8777
S1 0.8777 0.8777 0.8777 0.8777
S2 0.8777 0.8777 0.8777
S3 0.8777 0.8777 0.8777
S4 0.8777 0.8777 0.8777
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 0.8777 0.8702 0.0075 0.9% 0.0012 0.1% 100% True False 1
10 0.8781 0.8693 0.0088 1.0% 0.0007 0.1% 95% False False
20 0.8990 0.8693 0.0297 3.4% 0.0003 0.0% 28% False False
40 0.9335 0.8693 0.0642 7.3% 0.0002 0.0% 13% False False
Crabel Price Patterns
NR True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8777
2.618 0.8777
1.618 0.8777
1.000 0.8777
0.618 0.8777
HIGH 0.8777
0.618 0.8777
0.500 0.8777
0.382 0.8777
LOW 0.8777
0.618 0.8777
1.000 0.8777
1.618 0.8777
2.618 0.8777
4.250 0.8777
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 0.8777 0.8765
PP 0.8777 0.8752
S1 0.8777 0.8740

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

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