CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 07-May-2014
Day Change Summary
Previous Current
06-May-2014 07-May-2014 Change Change % Previous Week
Open 0.9199 0.9262 0.0063 0.7% 0.9191
High 0.9284 0.9265 -0.0019 -0.2% 0.9226
Low 0.9188 0.9237 0.0049 0.5% 0.9120
Close 0.9273 0.9256 -0.0017 -0.2% 0.9183
Range 0.0096 0.0028 -0.0068 -70.8% 0.0106
ATR 0.0056 0.0054 -0.0001 -2.5% 0.0000
Volume 136 306 170 125.0% 827
Daily Pivots for day following 07-May-2014
Classic Woodie Camarilla DeMark
R4 0.9337 0.9324 0.9271
R3 0.9309 0.9296 0.9264
R2 0.9281 0.9281 0.9261
R1 0.9268 0.9268 0.9259 0.9261
PP 0.9253 0.9253 0.9253 0.9249
S1 0.9240 0.9240 0.9253 0.9233
S2 0.9225 0.9225 0.9251
S3 0.9197 0.9212 0.9248
S4 0.9169 0.9184 0.9241
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9494 0.9445 0.9241
R3 0.9388 0.9339 0.9212
R2 0.9282 0.9282 0.9202
R1 0.9233 0.9233 0.9193 0.9205
PP 0.9176 0.9176 0.9176 0.9162
S1 0.9127 0.9127 0.9173 0.9099
S2 0.9070 0.9070 0.9164
S3 0.8964 0.9021 0.9154
S4 0.8858 0.8915 0.9125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9284 0.9120 0.0164 1.8% 0.0055 0.6% 83% False False 233
10 0.9284 0.9120 0.0164 1.8% 0.0051 0.5% 83% False False 198
20 0.9355 0.9120 0.0235 2.5% 0.0053 0.6% 58% False False 173
40 0.9355 0.8860 0.0495 5.3% 0.0051 0.5% 80% False False 121
60 0.9355 0.8813 0.0542 5.9% 0.0035 0.4% 82% False False 81
80 0.9355 0.8582 0.0773 8.4% 0.0028 0.3% 87% False False 61
100 0.9355 0.8582 0.0773 8.4% 0.0023 0.2% 87% False False 49
120 0.9355 0.8582 0.0773 8.4% 0.0019 0.2% 87% False False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9384
2.618 0.9338
1.618 0.9310
1.000 0.9293
0.618 0.9282
HIGH 0.9265
0.618 0.9254
0.500 0.9251
0.382 0.9248
LOW 0.9237
0.618 0.9220
1.000 0.9209
1.618 0.9192
2.618 0.9164
4.250 0.9118
Fisher Pivots for day following 07-May-2014
Pivot 1 day 3 day
R1 0.9254 0.9247
PP 0.9253 0.9239
S1 0.9251 0.9230

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

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