CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 0.9190 0.9168 -0.0022 -0.2% 0.9291
High 0.9200 0.9242 0.0042 0.5% 0.9291
Low 0.9145 0.9144 -0.0001 0.0% 0.9136
Close 0.9155 0.9221 0.0066 0.7% 0.9166
Range 0.0055 0.0098 0.0043 78.2% 0.0155
ATR 0.0052 0.0055 0.0003 6.4% 0.0000
Volume 883 1,702 819 92.8% 4,498
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 0.9496 0.9457 0.9275
R3 0.9398 0.9359 0.9248
R2 0.9300 0.9300 0.9239
R1 0.9261 0.9261 0.9230 0.9281
PP 0.9202 0.9202 0.9202 0.9212
S1 0.9163 0.9163 0.9212 0.9183
S2 0.9104 0.9104 0.9203
S3 0.9006 0.9065 0.9194
S4 0.8908 0.8967 0.9167
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9663 0.9569 0.9251
R3 0.9508 0.9414 0.9209
R2 0.9353 0.9353 0.9194
R1 0.9259 0.9259 0.9180 0.9229
PP 0.9198 0.9198 0.9198 0.9182
S1 0.9104 0.9104 0.9152 0.9074
S2 0.9043 0.9043 0.9138
S3 0.8888 0.8949 0.9123
S4 0.8733 0.8794 0.9081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9242 0.9143 0.0099 1.1% 0.0059 0.6% 79% True False 1,128
10 0.9314 0.9136 0.0178 1.9% 0.0057 0.6% 48% False False 871
20 0.9328 0.9120 0.0208 2.3% 0.0054 0.6% 49% False False 546
40 0.9355 0.9107 0.0248 2.7% 0.0053 0.6% 46% False False 346
60 0.9355 0.8857 0.0498 5.4% 0.0048 0.5% 73% False False 243
80 0.9355 0.8768 0.0587 6.4% 0.0037 0.4% 77% False False 183
100 0.9355 0.8582 0.0773 8.4% 0.0030 0.3% 83% False False 146
120 0.9355 0.8582 0.0773 8.4% 0.0026 0.3% 83% False False 122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 0.9659
2.618 0.9499
1.618 0.9401
1.000 0.9340
0.618 0.9303
HIGH 0.9242
0.618 0.9205
0.500 0.9193
0.382 0.9181
LOW 0.9144
0.618 0.9083
1.000 0.9046
1.618 0.8985
2.618 0.8887
4.250 0.8728
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 0.9212 0.9212
PP 0.9202 0.9202
S1 0.9193 0.9193

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

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