CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 0.8796 0.8862 0.0066 0.8% 0.8851
High 0.8796 0.8862 0.0066 0.8% 0.8860
Low 0.8796 0.8862 0.0066 0.8% 0.8796
Close 0.8796 0.8862 0.0066 0.8% 0.8796
Range
ATR 0.0038 0.0040 0.0002 5.3% 0.0000
Volume 10 10 0 0.0% 13
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8862 0.8862 0.8862
R3 0.8862 0.8862 0.8862
R2 0.8862 0.8862 0.8862
R1 0.8862 0.8862 0.8862 0.8862
PP 0.8862 0.8862 0.8862 0.8862
S1 0.8862 0.8862 0.8862 0.8862
S2 0.8862 0.8862 0.8862
S3 0.8862 0.8862 0.8862
S4 0.8862 0.8862 0.8862
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9009 0.8967 0.8831
R3 0.8945 0.8903 0.8814
R2 0.8881 0.8881 0.8808
R1 0.8839 0.8839 0.8802 0.8828
PP 0.8817 0.8817 0.8817 0.8812
S1 0.8775 0.8775 0.8790 0.8764
S2 0.8753 0.8753 0.8784
S3 0.8689 0.8711 0.8778
S4 0.8625 0.8647 0.8761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8862 0.8796 0.0066 0.7% 0.0012 0.1% 100% True False 4
10 0.8862 0.8760 0.0102 1.2% 0.0006 0.1% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8862
2.618 0.8862
1.618 0.8862
1.000 0.8862
0.618 0.8862
HIGH 0.8862
0.618 0.8862
0.500 0.8862
0.382 0.8862
LOW 0.8862
0.618 0.8862
1.000 0.8862
1.618 0.8862
2.618 0.8862
4.250 0.8862
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 0.8862 0.8851
PP 0.8862 0.8840
S1 0.8862 0.8829

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

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