CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 25-Feb-2014
Day Change Summary
Previous Current
24-Feb-2014 25-Feb-2014 Change Change % Previous Week
Open 0.8917 0.8896 -0.0021 -0.2% 0.8907
High 0.8917 0.8896 -0.0021 -0.2% 0.8907
Low 0.8917 0.8896 -0.0021 -0.2% 0.8850
Close 0.8917 0.8896 -0.0021 -0.2% 0.8850
Range
ATR 0.0041 0.0039 -0.0001 -3.5% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 25-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8896 0.8896 0.8896
R3 0.8896 0.8896 0.8896
R2 0.8896 0.8896 0.8896
R1 0.8896 0.8896 0.8896 0.8896
PP 0.8896 0.8896 0.8896 0.8896
S1 0.8896 0.8896 0.8896 0.8896
S2 0.8896 0.8896 0.8896
S3 0.8896 0.8896 0.8896
S4 0.8896 0.8896 0.8896
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 0.8917 0.8850 0.0067 0.8% 0.0000 0.0% 69% False False 2
10 0.8917 0.8850 0.0067 0.8% 0.0000 0.0% 69% False False 2
20 0.8917 0.8615 0.0302 3.4% 0.0005 0.1% 93% False False 1
40 0.8917 0.8582 0.0335 3.8% 0.0005 0.1% 94% False False 1
60 0.8990 0.8582 0.0408 4.6% 0.0003 0.0% 77% False False
80 0.9335 0.8582 0.0753 8.5% 0.0003 0.0% 42% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8896
2.618 0.8896
1.618 0.8896
1.000 0.8896
0.618 0.8896
HIGH 0.8896
0.618 0.8896
0.500 0.8896
0.382 0.8896
LOW 0.8896
0.618 0.8896
1.000 0.8896
1.618 0.8896
2.618 0.8896
4.250 0.8896
Fisher Pivots for day following 25-Feb-2014
Pivot 1 day 3 day
R1 0.8896 0.8892
PP 0.8896 0.8888
S1 0.8896 0.8884

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

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