CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 0.9241 0.9223 -0.0018 -0.2% 0.9137
High 0.9241 0.9223 -0.0018 -0.2% 0.9236
Low 0.9241 0.9221 -0.0020 -0.2% 0.9137
Close 0.9241 0.9221 -0.0020 -0.2% 0.9216
Range 0.0000 0.0002 0.0002 0.0099
ATR 0.0029 0.0029 -0.0001 -2.3% 0.0000
Volume 1 1 0 0.0% 24
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 0.9228 0.9226 0.9222
R3 0.9226 0.9224 0.9222
R2 0.9224 0.9224 0.9221
R1 0.9222 0.9222 0.9221 0.9222
PP 0.9222 0.9222 0.9222 0.9222
S1 0.9220 0.9220 0.9221 0.9220
S2 0.9220 0.9220 0.9221
S3 0.9218 0.9218 0.9220
S4 0.9216 0.9216 0.9220
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% 20% False False 1
10 0.9241 0.9105 0.0136 1.5% 0.0006 0.1% 85% False False 3
20 0.9241 0.9105 0.0136 1.5% 0.0006 0.1% 85% False False 3
40 0.9284 0.8875 0.0409 4.4% 0.0007 0.1% 85% 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 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9232
2.618 0.9228
1.618 0.9226
1.000 0.9225
0.618 0.9224
HIGH 0.9223
0.618 0.9222
0.500 0.9222
0.382 0.9222
LOW 0.9221
0.618 0.9220
1.000 0.9219
1.618 0.9218
2.618 0.9216
4.250 0.9213
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 0.9222 0.9231
PP 0.9222 0.9227
S1 0.9221 0.9224

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

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