CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 0.9291 0.9256 -0.0035 -0.4% 0.9282
High 0.9291 0.9259 -0.0032 -0.3% 0.9328
Low 0.9249 0.9166 -0.0083 -0.9% 0.9250
Close 0.9252 0.9181 -0.0071 -0.8% 0.9289
Range 0.0042 0.0093 0.0051 121.4% 0.0078
ATR 0.0050 0.0053 0.0003 6.1% 0.0000
Volume 135 340 205 151.9% 1,724
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 0.9481 0.9424 0.9232
R3 0.9388 0.9331 0.9207
R2 0.9295 0.9295 0.9198
R1 0.9238 0.9238 0.9190 0.9220
PP 0.9202 0.9202 0.9202 0.9193
S1 0.9145 0.9145 0.9172 0.9127
S2 0.9109 0.9109 0.9164
S3 0.9016 0.9052 0.9155
S4 0.8923 0.8959 0.9130
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 0.9166 0.0162 1.8% 0.0055 0.6% 9% False True 388
10 0.9328 0.9166 0.0162 1.8% 0.0049 0.5% 9% False True 306
20 0.9328 0.9120 0.0208 2.3% 0.0053 0.6% 29% False False 240
40 0.9355 0.9018 0.0337 3.7% 0.0053 0.6% 48% False False 187
60 0.9355 0.8813 0.0542 5.9% 0.0043 0.5% 68% False False 127
80 0.9355 0.8615 0.0740 8.1% 0.0033 0.4% 76% False False 95
100 0.9355 0.8582 0.0773 8.4% 0.0028 0.3% 77% False False 76
120 0.9355 0.8582 0.0773 8.4% 0.0023 0.3% 77% False False 64
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 0.0008
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9654
2.618 0.9502
1.618 0.9409
1.000 0.9352
0.618 0.9316
HIGH 0.9259
0.618 0.9223
0.500 0.9213
0.382 0.9202
LOW 0.9166
0.618 0.9109
1.000 0.9073
1.618 0.9016
2.618 0.8923
4.250 0.8771
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 0.9213 0.9229
PP 0.9202 0.9213
S1 0.9192 0.9197

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

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