CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 0.9226 0.9238 0.0012 0.1% 0.9137
High 0.9226 0.9238 0.0012 0.1% 0.9236
Low 0.9226 0.9220 -0.0006 -0.1% 0.9137
Close 0.9226 0.9220 -0.0006 -0.1% 0.9216
Range 0.0000 0.0018 0.0018 0.0099
ATR 0.0031 0.0030 -0.0001 -3.0% 0.0000
Volume 2 2 0 0.0% 24
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 0.9280 0.9268 0.9230
R3 0.9262 0.9250 0.9225
R2 0.9244 0.9244 0.9223
R1 0.9232 0.9232 0.9222 0.9229
PP 0.9226 0.9226 0.9226 0.9225
S1 0.9214 0.9214 0.9218 0.9211
S2 0.9208 0.9208 0.9217
S3 0.9190 0.9196 0.9215
S4 0.9172 0.9178 0.9210
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9493 0.9454 0.9270
R3 0.9394 0.9355 0.9243
R2 0.9295 0.9295 0.9234
R1 0.9256 0.9256 0.9225 0.9276
PP 0.9196 0.9196 0.9196 0.9206
S1 0.9157 0.9157 0.9207 0.9177
S2 0.9097 0.9097 0.9198
S3 0.8998 0.9058 0.9189
S4 0.8899 0.8959 0.9162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9238 0.9198 0.0040 0.4% 0.0004 0.0% 55% True False 2
10 0.9238 0.9105 0.0133 1.4% 0.0009 0.1% 86% True False 4
20 0.9238 0.9105 0.0133 1.4% 0.0007 0.1% 86% True False 3
40 0.9284 0.8875 0.0409 4.4% 0.0007 0.1% 84% False False 2
60 0.9284 0.8750 0.0534 5.8% 0.0006 0.1% 88% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9315
2.618 0.9285
1.618 0.9267
1.000 0.9256
0.618 0.9249
HIGH 0.9238
0.618 0.9231
0.500 0.9229
0.382 0.9227
LOW 0.9220
0.618 0.9209
1.000 0.9202
1.618 0.9191
2.618 0.9173
4.250 0.9144
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 0.9229 0.9227
PP 0.9226 0.9225
S1 0.9223 0.9222

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

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