CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 0.8639 0.8582 -0.0057 -0.7% 0.8668
High 0.8639 0.8582 -0.0057 -0.7% 0.8740
Low 0.8629 0.8582 -0.0047 -0.5% 0.8582
Close 0.8629 0.8582 -0.0047 -0.5% 0.8582
Range 0.0010 0.0000 -0.0010 -100.0% 0.0158
ATR 0.0051 0.0050 0.0000 -0.5% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8582 0.8582 0.8582
R3 0.8582 0.8582 0.8582
R2 0.8582 0.8582 0.8582
R1 0.8582 0.8582 0.8582 0.8582
PP 0.8582 0.8582 0.8582 0.8582
S1 0.8582 0.8582 0.8582 0.8582
S2 0.8582 0.8582 0.8582
S3 0.8582 0.8582 0.8582
S4 0.8582 0.8582 0.8582
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9109 0.9003 0.8669
R3 0.8951 0.8845 0.8625
R2 0.8793 0.8793 0.8611
R1 0.8687 0.8687 0.8596 0.8661
PP 0.8635 0.8635 0.8635 0.8622
S1 0.8529 0.8529 0.8568 0.8503
S2 0.8477 0.8477 0.8553
S3 0.8319 0.8371 0.8539
S4 0.8161 0.8213 0.8495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8740 0.8582 0.0158 1.8% 0.0008 0.1% 0% False True 1
10 0.8913 0.8582 0.0331 3.9% 0.0004 0.0% 0% False True 1
20 0.8913 0.8582 0.0331 3.9% 0.0005 0.1% 0% False True 1
40 0.8990 0.8582 0.0408 4.8% 0.0003 0.0% 0% False True
60 0.9335 0.8582 0.0753 8.8% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8582
2.618 0.8582
1.618 0.8582
1.000 0.8582
0.618 0.8582
HIGH 0.8582
0.618 0.8582
0.500 0.8582
0.382 0.8582
LOW 0.8582
0.618 0.8582
1.000 0.8582
1.618 0.8582
2.618 0.8582
4.250 0.8582
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 0.8582 0.8661
PP 0.8582 0.8635
S1 0.8582 0.8608

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

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