CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 0.8840 0.8848 0.0008 0.1% 0.8907
High 0.8840 0.8848 0.0008 0.1% 0.8907
Low 0.8840 0.8845 0.0005 0.1% 0.8850
Close 0.8840 0.8845 0.0005 0.1% 0.8850
Range 0.0000 0.0003 0.0003 0.0057
ATR 0.0041 0.0038 -0.0002 -5.7% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8855 0.8853 0.8847
R3 0.8852 0.8850 0.8846
R2 0.8849 0.8849 0.8846
R1 0.8847 0.8847 0.8845 0.8847
PP 0.8846 0.8846 0.8846 0.8846
S1 0.8844 0.8844 0.8845 0.8844
S2 0.8843 0.8843 0.8844
S3 0.8840 0.8841 0.8844
S4 0.8837 0.8838 0.8843
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 0.8840 0.0077 0.9% 0.0001 0.0% 6% False False 2
10 0.8917 0.8840 0.0077 0.9% 0.0000 0.0% 6% False False 2
20 0.8917 0.8615 0.0302 3.4% 0.0004 0.0% 76% False False 1
40 0.8917 0.8582 0.0335 3.8% 0.0004 0.0% 79% False False 1
60 0.8990 0.8582 0.0408 4.6% 0.0004 0.0% 64% False False 1
80 0.9335 0.8582 0.0753 8.5% 0.0003 0.0% 35% 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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8861
2.618 0.8856
1.618 0.8853
1.000 0.8851
0.618 0.8850
HIGH 0.8848
0.618 0.8847
0.500 0.8847
0.382 0.8846
LOW 0.8845
0.618 0.8843
1.000 0.8842
1.618 0.8840
2.618 0.8837
4.250 0.8832
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 0.8847 0.8868
PP 0.8846 0.8860
S1 0.8846 0.8853

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

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