CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 0.9095 0.9155 0.0060 0.7% 0.9230
High 0.9098 0.9164 0.0066 0.7% 0.9230
Low 0.9095 0.9155 0.0060 0.7% 0.9087
Close 0.9098 0.9164 0.0066 0.7% 0.9109
Range 0.0003 0.0009 0.0006 200.0% 0.0143
ATR 0.0032 0.0035 0.0002 7.4% 0.0000
Volume 7 1 -6 -85.7% 23
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 0.9188 0.9185 0.9169
R3 0.9179 0.9176 0.9166
R2 0.9170 0.9170 0.9166
R1 0.9167 0.9167 0.9165 0.9169
PP 0.9161 0.9161 0.9161 0.9162
S1 0.9158 0.9158 0.9163 0.9160
S2 0.9152 0.9152 0.9162
S3 0.9143 0.9149 0.9162
S4 0.9134 0.9140 0.9159
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9571 0.9483 0.9188
R3 0.9428 0.9340 0.9148
R2 0.9285 0.9285 0.9135
R1 0.9197 0.9197 0.9122 0.9170
PP 0.9142 0.9142 0.9142 0.9128
S1 0.9054 0.9054 0.9096 0.9027
S2 0.8999 0.8999 0.9083
S3 0.8856 0.8911 0.9070
S4 0.8713 0.8768 0.9030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9164 0.9089 0.0075 0.8% 0.0014 0.1% 100% True False 5
10 0.9230 0.9087 0.0143 1.6% 0.0019 0.2% 54% False False 4
20 0.9241 0.9087 0.0154 1.7% 0.0013 0.1% 50% False False 4
40 0.9284 0.9061 0.0223 2.4% 0.0011 0.1% 46% False False 3
60 0.9284 0.8802 0.0482 5.3% 0.0008 0.1% 75% False False 2
80 0.9284 0.8600 0.0684 7.5% 0.0009 0.1% 82% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9202
2.618 0.9188
1.618 0.9179
1.000 0.9173
0.618 0.9170
HIGH 0.9164
0.618 0.9161
0.500 0.9160
0.382 0.9158
LOW 0.9155
0.618 0.9149
1.000 0.9146
1.618 0.9140
2.618 0.9131
4.250 0.9117
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 0.9163 0.9153
PP 0.9161 0.9141
S1 0.9160 0.9130

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

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