CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 0.9361 0.9320 -0.0041 -0.4% 0.9291
High 0.9361 0.9324 -0.0037 -0.4% 0.9364
Low 0.9322 0.9304 -0.0018 -0.2% 0.9274
Close 0.9322 0.9305 -0.0017 -0.2% 0.9305
Range 0.0039 0.0020 -0.0019 -48.7% 0.0090
ATR 0.0044 0.0042 -0.0002 -3.9% 0.0000
Volume 243 129 -114 -46.9% 758
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9371 0.9358 0.9316
R3 0.9351 0.9338 0.9311
R2 0.9331 0.9331 0.9309
R1 0.9318 0.9318 0.9307 0.9315
PP 0.9311 0.9311 0.9311 0.9309
S1 0.9298 0.9298 0.9303 0.9295
S2 0.9291 0.9291 0.9301
S3 0.9271 0.9278 0.9300
S4 0.9251 0.9258 0.9294
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9584 0.9535 0.9355
R3 0.9494 0.9445 0.9330
R2 0.9404 0.9404 0.9322
R1 0.9355 0.9355 0.9313 0.9380
PP 0.9314 0.9314 0.9314 0.9327
S1 0.9265 0.9265 0.9297 0.9290
S2 0.9224 0.9224 0.9289
S3 0.9134 0.9175 0.9280
S4 0.9044 0.9085 0.9256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9364 0.9274 0.0090 1.0% 0.0038 0.4% 34% False False 151
10 0.9364 0.9238 0.0126 1.4% 0.0040 0.4% 53% False False 174
20 0.9394 0.9227 0.0167 1.8% 0.0041 0.4% 47% False False 154
40 0.9394 0.9122 0.0272 2.9% 0.0031 0.3% 67% False False 89
60 0.9394 0.9087 0.0307 3.3% 0.0025 0.3% 71% False False 61
80 0.9394 0.9061 0.0333 3.6% 0.0021 0.2% 73% False False 46
100 0.9394 0.8802 0.0592 6.4% 0.0017 0.2% 85% False False 37
120 0.9394 0.8600 0.0794 8.5% 0.0016 0.2% 89% False False 32
Crabel Price Patterns
NR True
NR4 True
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9409
2.618 0.9376
1.618 0.9356
1.000 0.9344
0.618 0.9336
HIGH 0.9324
0.618 0.9316
0.500 0.9314
0.382 0.9312
LOW 0.9304
0.618 0.9292
1.000 0.9284
1.618 0.9272
2.618 0.9252
4.250 0.9219
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 0.9314 0.9330
PP 0.9311 0.9322
S1 0.9308 0.9313

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

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