CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 0.9318 0.9267 -0.0051 -0.5% 0.9293
High 0.9343 0.9344 0.0001 0.0% 0.9364
Low 0.9259 0.9255 -0.0004 0.0% 0.9258
Close 0.9265 0.9338 0.0073 0.8% 0.9325
Range 0.0084 0.0089 0.0005 6.0% 0.0106
ATR 0.0050 0.0053 0.0003 5.5% 0.0000
Volume 132,682 124,480 -8,202 -6.2% 343,645
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9579 0.9548 0.9387
R3 0.9490 0.9459 0.9362
R2 0.9401 0.9401 0.9354
R1 0.9370 0.9370 0.9346 0.9386
PP 0.9312 0.9312 0.9312 0.9320
S1 0.9281 0.9281 0.9330 0.9297
S2 0.9223 0.9223 0.9322
S3 0.9134 0.9192 0.9314
S4 0.9045 0.9103 0.9289
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 0.9255 0.0109 1.2% 0.0058 0.6% 76% False True 95,602
10 0.9364 0.9221 0.0143 1.5% 0.0054 0.6% 82% False False 86,766
20 0.9364 0.9216 0.0148 1.6% 0.0052 0.6% 82% False False 77,584
40 0.9438 0.9216 0.0222 2.4% 0.0052 0.6% 55% False False 75,764
60 0.9454 0.9216 0.0238 2.5% 0.0055 0.6% 51% False False 72,043
80 0.9454 0.9136 0.0318 3.4% 0.0054 0.6% 64% False False 54,506
100 0.9454 0.9120 0.0334 3.6% 0.0054 0.6% 65% False False 43,640
120 0.9454 0.8900 0.0554 5.9% 0.0054 0.6% 79% False False 36,382
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 0.0015
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9722
2.618 0.9577
1.618 0.9488
1.000 0.9433
0.618 0.9399
HIGH 0.9344
0.618 0.9310
0.500 0.9300
0.382 0.9289
LOW 0.9255
0.618 0.9200
1.000 0.9166
1.618 0.9111
2.618 0.9022
4.250 0.8877
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 0.9325 0.9327
PP 0.9312 0.9315
S1 0.9300 0.9304

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

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