CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 0.9068 0.9090 0.0022 0.2% 0.8964
High 0.9095 0.9090 -0.0005 -0.1% 0.9095
Low 0.9068 0.9090 0.0022 0.2% 0.8964
Close 0.9095 0.9090 -0.0005 -0.1% 0.9090
Range 0.0027 0.0000 -0.0027 -100.0% 0.0131
ATR 0.0040 0.0037 -0.0002 -6.2% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9090 0.9090 0.9090
R3 0.9090 0.9090 0.9090
R2 0.9090 0.9090 0.9090
R1 0.9090 0.9090 0.9090 0.9090
PP 0.9090 0.9090 0.9090 0.9090
S1 0.9090 0.9090 0.9090 0.9090
S2 0.9090 0.9090 0.9090
S3 0.9090 0.9090 0.9090
S4 0.9090 0.9090 0.9090
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9443 0.9397 0.9162
R3 0.9312 0.9266 0.9126
R2 0.9181 0.9181 0.9114
R1 0.9135 0.9135 0.9102 0.9158
PP 0.9050 0.9050 0.9050 0.9061
S1 0.9004 0.9004 0.9078 0.9027
S2 0.8919 0.8919 0.9066
S3 0.8788 0.8873 0.9054
S4 0.8657 0.8742 0.9018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9095 0.8964 0.0131 1.4% 0.0007 0.1% 96% False False 1
10 0.9095 0.8875 0.0220 2.4% 0.0007 0.1% 98% False False 1
20 0.9095 0.8750 0.0345 3.8% 0.0004 0.0% 99% False False 2
40 0.9095 0.8565 0.0530 5.8% 0.0007 0.1% 99% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9090
2.618 0.9090
1.618 0.9090
1.000 0.9090
0.618 0.9090
HIGH 0.9090
0.618 0.9090
0.500 0.9090
0.382 0.9090
LOW 0.9090
0.618 0.9090
1.000 0.9090
1.618 0.9090
2.618 0.9090
4.250 0.9090
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 0.9090 0.9086
PP 0.9090 0.9082
S1 0.9090 0.9079

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

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