CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 0.9382 0.9445 0.0063 0.7% 0.9323
High 0.9454 0.9448 -0.0006 -0.1% 0.9391
Low 0.9364 0.9381 0.0017 0.2% 0.9300
Close 0.9446 0.9389 -0.0057 -0.6% 0.9372
Range 0.0090 0.0067 -0.0023 -25.6% 0.0091
ATR 0.0057 0.0058 0.0001 1.3% 0.0000
Volume 91,957 72,635 -19,322 -21.0% 287,707
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9607 0.9565 0.9426
R3 0.9540 0.9498 0.9407
R2 0.9473 0.9473 0.9401
R1 0.9431 0.9431 0.9395 0.9419
PP 0.9406 0.9406 0.9406 0.9400
S1 0.9364 0.9364 0.9383 0.9352
S2 0.9339 0.9339 0.9377
S3 0.9272 0.9297 0.9371
S4 0.9205 0.9230 0.9352
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9627 0.9591 0.9422
R3 0.9536 0.9500 0.9397
R2 0.9445 0.9445 0.9389
R1 0.9409 0.9409 0.9380 0.9427
PP 0.9354 0.9354 0.9354 0.9364
S1 0.9318 0.9318 0.9364 0.9336
S2 0.9263 0.9263 0.9355
S3 0.9172 0.9227 0.9347
S4 0.9081 0.9136 0.9322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9454 0.9336 0.0118 1.3% 0.0054 0.6% 45% False False 66,118
10 0.9454 0.9300 0.0154 1.6% 0.0057 0.6% 58% False False 62,651
20 0.9454 0.9194 0.0260 2.8% 0.0058 0.6% 75% False False 53,901
40 0.9454 0.9136 0.0318 3.4% 0.0055 0.6% 80% False False 27,397
60 0.9454 0.9120 0.0334 3.6% 0.0055 0.6% 81% False False 18,319
80 0.9454 0.8857 0.0597 6.4% 0.0053 0.6% 89% False False 13,756
100 0.9454 0.8794 0.0660 7.0% 0.0043 0.5% 90% False False 11,005
120 0.9454 0.8582 0.0872 9.3% 0.0037 0.4% 93% False False 9,171
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9733
2.618 0.9623
1.618 0.9556
1.000 0.9515
0.618 0.9489
HIGH 0.9448
0.618 0.9422
0.500 0.9415
0.382 0.9407
LOW 0.9381
0.618 0.9340
1.000 0.9314
1.618 0.9273
2.618 0.9206
4.250 0.9096
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 0.9415 0.9395
PP 0.9406 0.9393
S1 0.9398 0.9391

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

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