CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 0.9062 0.9068 0.0006 0.1% 0.8920
High 0.9062 0.9095 0.0033 0.4% 0.8960
Low 0.9062 0.9068 0.0006 0.1% 0.8875
Close 0.9062 0.9095 0.0033 0.4% 0.8924
Range 0.0000 0.0027 0.0027 0.0085
ATR 0.0040 0.0040 -0.0001 -1.3% 0.0000
Volume 1 1 0 0.0% 10
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9167 0.9158 0.9110
R3 0.9140 0.9131 0.9102
R2 0.9113 0.9113 0.9100
R1 0.9104 0.9104 0.9097 0.9109
PP 0.9086 0.9086 0.9086 0.9088
S1 0.9077 0.9077 0.9093 0.9082
S2 0.9059 0.9059 0.9090
S3 0.9032 0.9050 0.9088
S4 0.9005 0.9023 0.9080
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 0.9095 0.8924 0.0171 1.9% 0.0007 0.1% 100% True False 1
10 0.9095 0.8858 0.0237 2.6% 0.0007 0.1% 100% True False 1
20 0.9095 0.8750 0.0345 3.8% 0.0004 0.0% 100% True False 2
40 0.9095 0.8565 0.0530 5.8% 0.0007 0.1% 100% True False 2
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 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9210
2.618 0.9166
1.618 0.9139
1.000 0.9122
0.618 0.9112
HIGH 0.9095
0.618 0.9085
0.500 0.9082
0.382 0.9078
LOW 0.9068
0.618 0.9051
1.000 0.9041
1.618 0.9024
2.618 0.8997
4.250 0.8953
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 0.9091 0.9078
PP 0.9086 0.9061
S1 0.9082 0.9044

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

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