CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 0.8875 0.8850 -0.0025 -0.3% 0.8907
High 0.8875 0.8850 -0.0025 -0.3% 0.8907
Low 0.8875 0.8850 -0.0025 -0.3% 0.8850
Close 0.8875 0.8850 -0.0025 -0.3% 0.8850
Range
ATR 0.0040 0.0039 -0.0001 -2.7% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8850 0.8850 0.8850
R3 0.8850 0.8850 0.8850
R2 0.8850 0.8850 0.8850
R1 0.8850 0.8850 0.8850 0.8850
PP 0.8850 0.8850 0.8850 0.8850
S1 0.8850 0.8850 0.8850 0.8850
S2 0.8850 0.8850 0.8850
S3 0.8850 0.8850 0.8850
S4 0.8850 0.8850 0.8850
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9040 0.9002 0.8881
R3 0.8983 0.8945 0.8866
R2 0.8926 0.8926 0.8860
R1 0.8888 0.8888 0.8855 0.8879
PP 0.8869 0.8869 0.8869 0.8864
S1 0.8831 0.8831 0.8845 0.8822
S2 0.8812 0.8812 0.8840
S3 0.8755 0.8774 0.8834
S4 0.8698 0.8717 0.8819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8908 0.8850 0.0058 0.7% 0.0000 0.0% 0% False True 2
10 0.8908 0.8794 0.0114 1.3% 0.0005 0.1% 49% False False 1
20 0.8908 0.8582 0.0326 3.7% 0.0005 0.1% 82% False False 1
40 0.8913 0.8582 0.0331 3.7% 0.0005 0.1% 81% False False 1
60 0.8990 0.8582 0.0408 4.6% 0.0003 0.0% 66% False False
80 0.9379 0.8582 0.0797 9.0% 0.0003 0.0% 34% 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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8850
2.618 0.8850
1.618 0.8850
1.000 0.8850
0.618 0.8850
HIGH 0.8850
0.618 0.8850
0.500 0.8850
0.382 0.8850
LOW 0.8850
0.618 0.8850
1.000 0.8850
1.618 0.8850
2.618 0.8850
4.250 0.8850
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 0.8850 0.8864
PP 0.8850 0.8859
S1 0.8850 0.8855

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

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