CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 0.8826 0.8816 -0.0010 -0.1% 0.8702
High 0.8826 0.8816 -0.0010 -0.1% 0.8826
Low 0.8826 0.8816 -0.0010 -0.1% 0.8702
Close 0.8826 0.8816 -0.0010 -0.1% 0.8826
Range
ATR 0.0039 0.0037 -0.0002 -5.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8816 0.8816 0.8816
R3 0.8816 0.8816 0.8816
R2 0.8816 0.8816 0.8816
R1 0.8816 0.8816 0.8816 0.8816
PP 0.8816 0.8816 0.8816 0.8816
S1 0.8816 0.8816 0.8816 0.8816
S2 0.8816 0.8816 0.8816
S3 0.8816 0.8816 0.8816
S4 0.8816 0.8816 0.8816
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9157 0.9115 0.8894
R3 0.9033 0.8991 0.8860
R2 0.8909 0.8909 0.8849
R1 0.8867 0.8867 0.8837 0.8888
PP 0.8785 0.8785 0.8785 0.8795
S1 0.8743 0.8743 0.8815 0.8764
S2 0.8661 0.8661 0.8803
S3 0.8537 0.8619 0.8792
S4 0.8413 0.8495 0.8758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8826 0.8702 0.0124 1.4% 0.0012 0.1% 92% False False 1
10 0.8826 0.8702 0.0124 1.4% 0.0006 0.1% 92% False False 1
20 0.8990 0.8693 0.0297 3.4% 0.0003 0.0% 41% False False
40 0.9266 0.8693 0.0573 6.5% 0.0002 0.0% 21% 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 0.8816
2.618 0.8816
1.618 0.8816
1.000 0.8816
0.618 0.8816
HIGH 0.8816
0.618 0.8816
0.500 0.8816
0.382 0.8816
LOW 0.8816
0.618 0.8816
1.000 0.8816
1.618 0.8816
2.618 0.8816
4.250 0.8816
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 0.8816 0.8808
PP 0.8816 0.8800
S1 0.8816 0.8792

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

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