CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 0.8740 0.8639 -0.0101 -1.2% 0.8913
High 0.8740 0.8639 -0.0101 -1.2% 0.8913
Low 0.8709 0.8629 -0.0080 -0.9% 0.8636
Close 0.8709 0.8629 -0.0080 -0.9% 0.8636
Range 0.0031 0.0010 -0.0021 -67.7% 0.0277
ATR 0.0048 0.0051 0.0002 4.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8662 0.8656 0.8635
R3 0.8652 0.8646 0.8632
R2 0.8642 0.8642 0.8631
R1 0.8636 0.8636 0.8630 0.8634
PP 0.8632 0.8632 0.8632 0.8632
S1 0.8626 0.8626 0.8628 0.8624
S2 0.8622 0.8622 0.8627
S3 0.8612 0.8616 0.8626
S4 0.8602 0.8606 0.8624
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9559 0.9375 0.8788
R3 0.9282 0.9098 0.8712
R2 0.9005 0.9005 0.8687
R1 0.8821 0.8821 0.8661 0.8775
PP 0.8728 0.8728 0.8728 0.8705
S1 0.8544 0.8544 0.8611 0.8498
S2 0.8451 0.8451 0.8585
S3 0.8174 0.8267 0.8560
S4 0.7897 0.7990 0.8484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8740 0.8629 0.0111 1.3% 0.0008 0.1% 0% False True 1
10 0.8913 0.8629 0.0284 3.3% 0.0004 0.0% 0% False True 1
20 0.8913 0.8629 0.0284 3.3% 0.0005 0.1% 0% False True 1
40 0.8990 0.8629 0.0361 4.2% 0.0003 0.0% 0% False True
60 0.9379 0.8629 0.0750 8.7% 0.0002 0.0% 0% False True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8682
2.618 0.8665
1.618 0.8655
1.000 0.8649
0.618 0.8645
HIGH 0.8639
0.618 0.8635
0.500 0.8634
0.382 0.8633
LOW 0.8629
0.618 0.8623
1.000 0.8619
1.618 0.8613
2.618 0.8603
4.250 0.8587
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 0.8634 0.8685
PP 0.8632 0.8666
S1 0.8631 0.8648

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

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