CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 25-Apr-2014
Day Change Summary
Previous Current
24-Apr-2014 25-Apr-2014 Change Change % Previous Week
Open 0.9108 0.9130 0.0022 0.2% 0.9178
High 0.9120 0.9130 0.0010 0.1% 0.9215
Low 0.9108 0.9123 0.0015 0.2% 0.9108
Close 0.9113 0.9123 0.0010 0.1% 0.9123
Range 0.0012 0.0007 -0.0005 -41.7% 0.0107
ATR 0.0038 0.0036 -0.0001 -3.9% 0.0000
Volume 1 3 2 200.0% 13
Daily Pivots for day following 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9146 0.9142 0.9127
R3 0.9139 0.9135 0.9125
R2 0.9132 0.9132 0.9124
R1 0.9128 0.9128 0.9124 0.9127
PP 0.9125 0.9125 0.9125 0.9125
S1 0.9121 0.9121 0.9122 0.9120
S2 0.9118 0.9118 0.9122
S3 0.9111 0.9114 0.9121
S4 0.9104 0.9107 0.9119
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9470 0.9403 0.9182
R3 0.9363 0.9296 0.9152
R2 0.9256 0.9256 0.9143
R1 0.9189 0.9189 0.9133 0.9169
PP 0.9149 0.9149 0.9149 0.9139
S1 0.9082 0.9082 0.9113 0.9062
S2 0.9042 0.9042 0.9103
S3 0.8935 0.8975 0.9094
S4 0.8828 0.8868 0.9064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9215 0.9108 0.0107 1.2% 0.0006 0.1% 14% False False 2
10 0.9256 0.9108 0.0148 1.6% 0.0007 0.1% 10% False False 2
20 0.9284 0.9061 0.0223 2.4% 0.0007 0.1% 28% False False 2
40 0.9284 0.8750 0.0534 5.9% 0.0006 0.1% 70% False False 2
60 0.9284 0.8565 0.0719 7.9% 0.0007 0.1% 78% False False 2
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9160
2.618 0.9148
1.618 0.9141
1.000 0.9137
0.618 0.9134
HIGH 0.9130
0.618 0.9127
0.500 0.9127
0.382 0.9126
LOW 0.9123
0.618 0.9119
1.000 0.9116
1.618 0.9112
2.618 0.9105
4.250 0.9093
Fisher Pivots for day following 25-Apr-2014
Pivot 1 day 3 day
R1 0.9127 0.9125
PP 0.9125 0.9124
S1 0.9124 0.9124

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

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