CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 0.8875 0.8924 0.0049 0.6% 0.8920
High 0.8875 0.8924 0.0049 0.6% 0.8960
Low 0.8875 0.8924 0.0049 0.6% 0.8875
Close 0.8875 0.8924 0.0049 0.6% 0.8924
Range
ATR 0.0038 0.0039 0.0001 2.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.8924 0.8924 0.8924
R3 0.8924 0.8924 0.8924
R2 0.8924 0.8924 0.8924
R1 0.8924 0.8924 0.8924 0.8924
PP 0.8924 0.8924 0.8924 0.8924
S1 0.8924 0.8924 0.8924 0.8924
S2 0.8924 0.8924 0.8924
S3 0.8924 0.8924 0.8924
S4 0.8924 0.8924 0.8924
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9175 0.9134 0.8971
R3 0.9090 0.9049 0.8947
R2 0.9005 0.9005 0.8940
R1 0.8964 0.8964 0.8932 0.8985
PP 0.8920 0.8920 0.8920 0.8930
S1 0.8879 0.8879 0.8916 0.8900
S2 0.8835 0.8835 0.8908
S3 0.8750 0.8794 0.8901
S4 0.8665 0.8709 0.8877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8960 0.8875 0.0085 1.0% 0.0007 0.1% 58% False False 2
10 0.8960 0.8802 0.0158 1.8% 0.0004 0.0% 77% False False 2
20 0.8960 0.8750 0.0210 2.4% 0.0002 0.0% 83% False False 4
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 0.8924
2.618 0.8924
1.618 0.8924
1.000 0.8924
0.618 0.8924
HIGH 0.8924
0.618 0.8924
0.500 0.8924
0.382 0.8924
LOW 0.8924
0.618 0.8924
1.000 0.8924
1.618 0.8924
2.618 0.8924
4.250 0.8924
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 0.8924 0.8916
PP 0.8924 0.8908
S1 0.8924 0.8900

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

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