CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 0.8767 0.8680 -0.0087 -1.0% 0.8816
High 0.8767 0.8680 -0.0087 -1.0% 0.8848
Low 0.8767 0.8680 -0.0087 -1.0% 0.8745
Close 0.8767 0.8680 -0.0087 -1.0% 0.8848
Range
ATR 0.0045 0.0048 0.0003 6.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8680 0.8680 0.8680
R3 0.8680 0.8680 0.8680
R2 0.8680 0.8680 0.8680
R1 0.8680 0.8680 0.8680 0.8680
PP 0.8680 0.8680 0.8680 0.8680
S1 0.8680 0.8680 0.8680 0.8680
S2 0.8680 0.8680 0.8680
S3 0.8680 0.8680 0.8680
S4 0.8680 0.8680 0.8680
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 0.8680 0.0233 2.7% 0.0000 0.0% 0% False True 1
10 0.8913 0.8680 0.0233 2.7% 0.0000 0.0% 0% False True 1
20 0.8913 0.8680 0.0233 2.7% 0.0003 0.0% 0% False True
40 0.9231 0.8680 0.0551 6.3% 0.0002 0.0% 0% False True
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 0.8680
2.618 0.8680
1.618 0.8680
1.000 0.8680
0.618 0.8680
HIGH 0.8680
0.618 0.8680
0.500 0.8680
0.382 0.8680
LOW 0.8680
0.618 0.8680
1.000 0.8680
1.618 0.8680
2.618 0.8680
4.250 0.8680
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 0.8680 0.8748
PP 0.8680 0.8725
S1 0.8680 0.8703

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

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