CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 0.8815 0.8767 -0.0048 -0.5% 0.8816
High 0.8815 0.8767 -0.0048 -0.5% 0.8848
Low 0.8815 0.8767 -0.0048 -0.5% 0.8745
Close 0.8815 0.8767 -0.0048 -0.5% 0.8848
Range
ATR 0.0045 0.0045 0.0000 0.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8767 0.8767 0.8767
R3 0.8767 0.8767 0.8767
R2 0.8767 0.8767 0.8767
R1 0.8767 0.8767 0.8767 0.8767
PP 0.8767 0.8767 0.8767 0.8767
S1 0.8767 0.8767 0.8767 0.8767
S2 0.8767 0.8767 0.8767
S3 0.8767 0.8767 0.8767
S4 0.8767 0.8767 0.8767
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9123 0.9088 0.8905
R3 0.9020 0.8985 0.8876
R2 0.8917 0.8917 0.8867
R1 0.8882 0.8882 0.8857 0.8900
PP 0.8814 0.8814 0.8814 0.8822
S1 0.8779 0.8779 0.8839 0.8797
S2 0.8711 0.8711 0.8829
S3 0.8608 0.8676 0.8820
S4 0.8505 0.8573 0.8791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8913 0.8745 0.0168 1.9% 0.0000 0.0% 13% False False 1
10 0.8913 0.8745 0.0168 1.9% 0.0000 0.0% 13% False False 1
20 0.8913 0.8693 0.0220 2.5% 0.0003 0.0% 34% False False
40 0.9231 0.8693 0.0538 6.1% 0.0002 0.0% 14% 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 0.8767
2.618 0.8767
1.618 0.8767
1.000 0.8767
0.618 0.8767
HIGH 0.8767
0.618 0.8767
0.500 0.8767
0.382 0.8767
LOW 0.8767
0.618 0.8767
1.000 0.8767
1.618 0.8767
2.618 0.8767
4.250 0.8767
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 0.8767 0.8840
PP 0.8767 0.8816
S1 0.8767 0.8791

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

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