CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 0.8827 0.8867 0.0040 0.5% 0.8917
High 0.8827 0.8867 0.0040 0.5% 0.8917
Low 0.8827 0.8867 0.0040 0.5% 0.8813
Close 0.8827 0.8867 0.0040 0.5% 0.8813
Range
ATR 0.0034 0.0034 0.0000 1.3% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8867 0.8867 0.8867
R3 0.8867 0.8867 0.8867
R2 0.8867 0.8867 0.8867
R1 0.8867 0.8867 0.8867 0.8867
PP 0.8867 0.8867 0.8867 0.8867
S1 0.8867 0.8867 0.8867 0.8867
S2 0.8867 0.8867 0.8867
S3 0.8867 0.8867 0.8867
S4 0.8867 0.8867 0.8867
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9160 0.9090 0.8870
R3 0.9056 0.8986 0.8842
R2 0.8952 0.8952 0.8832
R1 0.8882 0.8882 0.8823 0.8865
PP 0.8848 0.8848 0.8848 0.8839
S1 0.8778 0.8778 0.8803 0.8761
S2 0.8744 0.8744 0.8794
S3 0.8640 0.8674 0.8784
S4 0.8536 0.8570 0.8756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8867 0.8813 0.0054 0.6% 0.0002 0.0% 100% True False 1
10 0.8917 0.8813 0.0104 1.2% 0.0001 0.0% 52% False False 1
20 0.8917 0.8776 0.0141 1.6% 0.0003 0.0% 65% False False 1
40 0.8917 0.8582 0.0335 3.8% 0.0004 0.0% 85% False False 1
60 0.8990 0.8582 0.0408 4.6% 0.0004 0.0% 70% False False 1
80 0.9266 0.8582 0.0684 7.7% 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 0.8867
2.618 0.8867
1.618 0.8867
1.000 0.8867
0.618 0.8867
HIGH 0.8867
0.618 0.8867
0.500 0.8867
0.382 0.8867
LOW 0.8867
0.618 0.8867
1.000 0.8867
1.618 0.8867
2.618 0.8867
4.250 0.8867
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 0.8867 0.8858
PP 0.8867 0.8849
S1 0.8867 0.8840

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

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