CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 0.9238 0.9241 0.0003 0.0% 0.9137
High 0.9238 0.9241 0.0003 0.0% 0.9236
Low 0.9220 0.9241 0.0021 0.2% 0.9137
Close 0.9220 0.9241 0.0021 0.2% 0.9216
Range 0.0018 0.0000 -0.0018 -100.0% 0.0099
ATR 0.0030 0.0029 -0.0001 -2.2% 0.0000
Volume 2 1 -1 -50.0% 24
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 0.9241 0.9241 0.9241
R3 0.9241 0.9241 0.9241
R2 0.9241 0.9241 0.9241
R1 0.9241 0.9241 0.9241 0.9241
PP 0.9241 0.9241 0.9241 0.9241
S1 0.9241 0.9241 0.9241 0.9241
S2 0.9241 0.9241 0.9241
S3 0.9241 0.9241 0.9241
S4 0.9241 0.9241 0.9241
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 0.9241 0.9216 0.0025 0.3% 0.0004 0.0% 100% True False 1
10 0.9241 0.9105 0.0136 1.5% 0.0006 0.1% 100% True False 4
20 0.9241 0.9105 0.0136 1.5% 0.0006 0.1% 100% True False 3
40 0.9284 0.8875 0.0409 4.4% 0.0007 0.1% 89% False False 2
60 0.9284 0.8750 0.0534 5.8% 0.0006 0.1% 92% False 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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9241
2.618 0.9241
1.618 0.9241
1.000 0.9241
0.618 0.9241
HIGH 0.9241
0.618 0.9241
0.500 0.9241
0.382 0.9241
LOW 0.9241
0.618 0.9241
1.000 0.9241
1.618 0.9241
2.618 0.9241
4.250 0.9241
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 0.9241 0.9238
PP 0.9241 0.9234
S1 0.9241 0.9231

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

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