CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 06-May-2014
Day Change Summary
Previous Current
05-May-2014 06-May-2014 Change Change % Previous Week
Open 0.9137 0.9200 0.0063 0.7% 0.9108
High 0.9137 0.9219 0.0082 0.9% 0.9152
Low 0.9137 0.9200 0.0063 0.7% 0.9105
Close 0.9137 0.9215 0.0078 0.9% 0.9125
Range 0.0000 0.0019 0.0019 0.0047
ATR 0.0031 0.0034 0.0004 11.9% 0.0000
Volume 9 9 0 0.0% 21
Daily Pivots for day following 06-May-2014
Classic Woodie Camarilla DeMark
R4 0.9268 0.9261 0.9225
R3 0.9249 0.9242 0.9220
R2 0.9230 0.9230 0.9218
R1 0.9223 0.9223 0.9217 0.9227
PP 0.9211 0.9211 0.9211 0.9213
S1 0.9204 0.9204 0.9213 0.9208
S2 0.9192 0.9192 0.9212
S3 0.9173 0.9185 0.9210
S4 0.9154 0.9166 0.9205
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9268 0.9244 0.9151
R3 0.9221 0.9197 0.9138
R2 0.9174 0.9174 0.9134
R1 0.9150 0.9150 0.9129 0.9162
PP 0.9127 0.9127 0.9127 0.9134
S1 0.9103 0.9103 0.9121 0.9115
S2 0.9080 0.9080 0.9116
S3 0.9033 0.9056 0.9112
S4 0.8986 0.9009 0.9099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9219 0.9105 0.0114 1.2% 0.0014 0.2% 96% True False 7
10 0.9219 0.9105 0.0114 1.2% 0.0010 0.1% 96% True False 4
20 0.9284 0.9105 0.0179 1.9% 0.0010 0.1% 61% False False 3
40 0.9284 0.8802 0.0482 5.2% 0.0007 0.1% 86% False False 2
60 0.9284 0.8750 0.0534 5.8% 0.0006 0.1% 87% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9300
2.618 0.9269
1.618 0.9250
1.000 0.9238
0.618 0.9231
HIGH 0.9219
0.618 0.9212
0.500 0.9210
0.382 0.9207
LOW 0.9200
0.618 0.9188
1.000 0.9181
1.618 0.9169
2.618 0.9150
4.250 0.9119
Fisher Pivots for day following 06-May-2014
Pivot 1 day 3 day
R1 0.9213 0.9197
PP 0.9211 0.9180
S1 0.9210 0.9162

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

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