CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 0.9347 0.9318 -0.0029 -0.3% 0.9293
High 0.9353 0.9343 -0.0010 -0.1% 0.9364
Low 0.9322 0.9259 -0.0063 -0.7% 0.9258
Close 0.9325 0.9265 -0.0060 -0.6% 0.9325
Range 0.0031 0.0084 0.0053 171.0% 0.0106
ATR 0.0048 0.0050 0.0003 5.5% 0.0000
Volume 65,110 132,682 67,572 103.8% 343,645
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9541 0.9487 0.9311
R3 0.9457 0.9403 0.9288
R2 0.9373 0.9373 0.9280
R1 0.9319 0.9319 0.9273 0.9304
PP 0.9289 0.9289 0.9289 0.9282
S1 0.9235 0.9235 0.9257 0.9220
S2 0.9205 0.9205 0.9250
S3 0.9121 0.9151 0.9242
S4 0.9037 0.9067 0.9219
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% 0.0053 0.6% 7% False False 86,500
10 0.9364 0.9221 0.0143 1.5% 0.0049 0.5% 31% False False 80,731
20 0.9364 0.9216 0.0148 1.6% 0.0050 0.5% 33% False False 75,650
40 0.9438 0.9216 0.0222 2.4% 0.0051 0.5% 22% False False 74,151
60 0.9454 0.9216 0.0238 2.6% 0.0054 0.6% 21% False False 70,160
80 0.9454 0.9136 0.0318 3.4% 0.0054 0.6% 41% False False 52,956
100 0.9454 0.9120 0.0334 3.6% 0.0054 0.6% 43% False False 42,397
120 0.9454 0.8900 0.0554 6.0% 0.0053 0.6% 66% False False 35,345
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 0.0015
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9700
2.618 0.9563
1.618 0.9479
1.000 0.9427
0.618 0.9395
HIGH 0.9343
0.618 0.9311
0.500 0.9301
0.382 0.9291
LOW 0.9259
0.618 0.9207
1.000 0.9175
1.618 0.9123
2.618 0.9039
4.250 0.8902
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 0.9301 0.9312
PP 0.9289 0.9296
S1 0.9277 0.9281

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

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