CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 0.8625 0.8768 0.0143 1.7% 0.8620
High 0.8625 0.8800 0.0175 2.0% 0.8656
Low 0.8625 0.8768 0.0143 1.7% 0.8615
Close 0.8625 0.8800 0.0175 2.0% 0.8617
Range 0.0000 0.0032 0.0032 0.0041
ATR 0.0043 0.0053 0.0009 21.8% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8885 0.8875 0.8818
R3 0.8853 0.8843 0.8809
R2 0.8821 0.8821 0.8806
R1 0.8811 0.8811 0.8803 0.8816
PP 0.8789 0.8789 0.8789 0.8792
S1 0.8779 0.8779 0.8797 0.8784
S2 0.8757 0.8757 0.8794
S3 0.8725 0.8747 0.8791
S4 0.8693 0.8715 0.8782
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8752 0.8726 0.8640
R3 0.8711 0.8685 0.8628
R2 0.8670 0.8670 0.8625
R1 0.8644 0.8644 0.8621 0.8637
PP 0.8629 0.8629 0.8629 0.8626
S1 0.8603 0.8603 0.8613 0.8596
S2 0.8588 0.8588 0.8609
S3 0.8547 0.8562 0.8606
S4 0.8506 0.8521 0.8594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8800 0.8615 0.0185 2.1% 0.0007 0.1% 100% True False 1
10 0.8800 0.8582 0.0218 2.5% 0.0009 0.1% 100% True False 1
20 0.8913 0.8582 0.0331 3.8% 0.0005 0.1% 66% False False 1
40 0.8990 0.8582 0.0408 4.6% 0.0004 0.0% 53% False False
60 0.9266 0.8582 0.0684 7.8% 0.0003 0.0% 32% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8936
2.618 0.8884
1.618 0.8852
1.000 0.8832
0.618 0.8820
HIGH 0.8800
0.618 0.8788
0.500 0.8784
0.382 0.8780
LOW 0.8768
0.618 0.8748
1.000 0.8736
1.618 0.8716
2.618 0.8684
4.250 0.8632
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 0.8795 0.8769
PP 0.8789 0.8738
S1 0.8784 0.8708

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

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