CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 0.9323 0.9347 0.0024 0.3% 0.9293
High 0.9364 0.9353 -0.0011 -0.1% 0.9364
Low 0.9322 0.9322 0.0000 0.0% 0.9258
Close 0.9345 0.9325 -0.0020 -0.2% 0.9325
Range 0.0042 0.0031 -0.0011 -26.2% 0.0106
ATR 0.0049 0.0048 -0.0001 -2.6% 0.0000
Volume 84,424 65,110 -19,314 -22.9% 343,645
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9426 0.9407 0.9342
R3 0.9395 0.9376 0.9334
R2 0.9364 0.9364 0.9331
R1 0.9345 0.9345 0.9328 0.9339
PP 0.9333 0.9333 0.9333 0.9331
S1 0.9314 0.9314 0.9322 0.9308
S2 0.9302 0.9302 0.9319
S3 0.9271 0.9283 0.9316
S4 0.9240 0.9252 0.9308
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9634 0.9585 0.9383
R3 0.9528 0.9479 0.9354
R2 0.9422 0.9422 0.9344
R1 0.9373 0.9373 0.9335 0.9398
PP 0.9316 0.9316 0.9316 0.9328
S1 0.9267 0.9267 0.9315 0.9292
S2 0.9210 0.9210 0.9306
S3 0.9104 0.9161 0.9296
S4 0.8998 0.9055 0.9267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9364 0.9258 0.0106 1.1% 0.0043 0.5% 63% False False 68,729
10 0.9364 0.9221 0.0143 1.5% 0.0044 0.5% 73% False False 71,826
20 0.9364 0.9216 0.0148 1.6% 0.0047 0.5% 74% False False 71,530
40 0.9438 0.9216 0.0222 2.4% 0.0049 0.5% 49% False False 72,586
60 0.9454 0.9216 0.0238 2.6% 0.0053 0.6% 46% False False 67,995
80 0.9454 0.9136 0.0318 3.4% 0.0053 0.6% 59% False False 51,299
100 0.9454 0.9120 0.0334 3.6% 0.0053 0.6% 61% False False 41,074
120 0.9454 0.8860 0.0594 6.4% 0.0053 0.6% 78% False False 34,239
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9485
2.618 0.9434
1.618 0.9403
1.000 0.9384
0.618 0.9372
HIGH 0.9353
0.618 0.9341
0.500 0.9338
0.382 0.9334
LOW 0.9322
0.618 0.9303
1.000 0.9291
1.618 0.9272
2.618 0.9241
4.250 0.9190
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 0.9338 0.9329
PP 0.9333 0.9327
S1 0.9329 0.9326

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

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