CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 0.9068 0.9124 0.0056 0.6% 0.9111
High 0.9075 0.9124 0.0049 0.5% 0.9124
Low 0.9061 0.9124 0.0063 0.7% 0.9061
Close 0.9066 0.9124 0.0058 0.6% 0.9124
Range 0.0014 0.0000 -0.0014 -100.0% 0.0063
ATR 0.0032 0.0034 0.0002 5.7% 0.0000
Volume 1 3 2 200.0% 7
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9124 0.9124 0.9124
R3 0.9124 0.9124 0.9124
R2 0.9124 0.9124 0.9124
R1 0.9124 0.9124 0.9124 0.9124
PP 0.9124 0.9124 0.9124 0.9124
S1 0.9124 0.9124 0.9124 0.9124
S2 0.9124 0.9124 0.9124
S3 0.9124 0.9124 0.9124
S4 0.9124 0.9124 0.9124
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9292 0.9271 0.9159
R3 0.9229 0.9208 0.9141
R2 0.9166 0.9166 0.9136
R1 0.9145 0.9145 0.9130 0.9156
PP 0.9103 0.9103 0.9103 0.9108
S1 0.9082 0.9082 0.9118 0.9093
S2 0.9040 0.9040 0.9112
S3 0.8977 0.9019 0.9107
S4 0.8914 0.8956 0.9089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9124 0.9061 0.0063 0.7% 0.0003 0.0% 100% True False 1
10 0.9124 0.8964 0.0160 1.8% 0.0005 0.1% 100% True False 1
20 0.9124 0.8802 0.0322 3.5% 0.0004 0.0% 100% True False 1
40 0.9124 0.8750 0.0374 4.1% 0.0004 0.0% 100% True False 3
Crabel Price Patterns
NR True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9124
2.618 0.9124
1.618 0.9124
1.000 0.9124
0.618 0.9124
HIGH 0.9124
0.618 0.9124
0.500 0.9124
0.382 0.9124
LOW 0.9124
0.618 0.9124
1.000 0.9124
1.618 0.9124
2.618 0.9124
4.250 0.9124
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 0.9124 0.9114
PP 0.9124 0.9103
S1 0.9124 0.9093

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

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