CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 0.9287 0.9287 0.0000 0.0% 0.9282
High 0.9314 0.9290 -0.0024 -0.3% 0.9328
Low 0.9250 0.9262 0.0012 0.1% 0.9250
Close 0.9280 0.9289 0.0009 0.1% 0.9289
Range 0.0064 0.0028 -0.0036 -56.3% 0.0078
ATR 0.0053 0.0051 -0.0002 -3.3% 0.0000
Volume 599 650 51 8.5% 1,724
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9364 0.9355 0.9304
R3 0.9336 0.9327 0.9297
R2 0.9308 0.9308 0.9294
R1 0.9299 0.9299 0.9292 0.9304
PP 0.9280 0.9280 0.9280 0.9283
S1 0.9271 0.9271 0.9286 0.9276
S2 0.9252 0.9252 0.9284
S3 0.9224 0.9243 0.9281
S4 0.9196 0.9215 0.9274
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9523 0.9484 0.9332
R3 0.9445 0.9406 0.9310
R2 0.9367 0.9367 0.9303
R1 0.9328 0.9328 0.9296 0.9348
PP 0.9289 0.9289 0.9289 0.9299
S1 0.9250 0.9250 0.9282 0.9270
S2 0.9211 0.9211 0.9275
S3 0.9133 0.9172 0.9268
S4 0.9055 0.9094 0.9246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9328 0.9250 0.0078 0.8% 0.0045 0.5% 50% False False 344
10 0.9328 0.9176 0.0152 1.6% 0.0048 0.5% 74% False False 310
20 0.9328 0.9120 0.0208 2.2% 0.0049 0.5% 81% False False 229
40 0.9355 0.8938 0.0417 4.5% 0.0053 0.6% 84% False False 177
60 0.9355 0.8813 0.0542 5.8% 0.0040 0.4% 88% False False 119
80 0.9355 0.8582 0.0773 8.3% 0.0032 0.3% 91% False False 90
100 0.9355 0.8582 0.0773 8.3% 0.0026 0.3% 91% False False 72
120 0.9355 0.8582 0.0773 8.3% 0.0022 0.2% 91% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9409
2.618 0.9363
1.618 0.9335
1.000 0.9318
0.618 0.9307
HIGH 0.9290
0.618 0.9279
0.500 0.9276
0.382 0.9273
LOW 0.9262
0.618 0.9245
1.000 0.9234
1.618 0.9217
2.618 0.9189
4.250 0.9143
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 0.9285 0.9289
PP 0.9280 0.9289
S1 0.9276 0.9289

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

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