CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 0.9320 0.9308 -0.0012 -0.1% 0.9291
High 0.9324 0.9321 -0.0003 0.0% 0.9364
Low 0.9304 0.9298 -0.0006 -0.1% 0.9274
Close 0.9305 0.9315 0.0010 0.1% 0.9305
Range 0.0020 0.0023 0.0003 15.0% 0.0090
ATR 0.0042 0.0041 -0.0001 -3.3% 0.0000
Volume 129 159 30 23.3% 758
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9380 0.9371 0.9328
R3 0.9357 0.9348 0.9321
R2 0.9334 0.9334 0.9319
R1 0.9325 0.9325 0.9317 0.9330
PP 0.9311 0.9311 0.9311 0.9314
S1 0.9302 0.9302 0.9313 0.9307
S2 0.9288 0.9288 0.9311
S3 0.9265 0.9279 0.9309
S4 0.9242 0.9256 0.9302
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% 0.0040 0.4% 46% False False 165
10 0.9364 0.9238 0.0126 1.4% 0.0041 0.4% 61% False False 180
20 0.9394 0.9227 0.0167 1.8% 0.0041 0.4% 53% False False 160
40 0.9394 0.9122 0.0272 2.9% 0.0032 0.3% 71% False False 93
60 0.9394 0.9087 0.0307 3.3% 0.0025 0.3% 74% False False 63
80 0.9394 0.9061 0.0333 3.6% 0.0021 0.2% 76% False False 48
100 0.9394 0.8802 0.0592 6.4% 0.0018 0.2% 87% False False 39
120 0.9394 0.8722 0.0672 7.2% 0.0015 0.2% 88% False False 33
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9419
2.618 0.9381
1.618 0.9358
1.000 0.9344
0.618 0.9335
HIGH 0.9321
0.618 0.9312
0.500 0.9310
0.382 0.9307
LOW 0.9298
0.618 0.9284
1.000 0.9275
1.618 0.9261
2.618 0.9238
4.250 0.9200
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 0.9313 0.9330
PP 0.9311 0.9325
S1 0.9310 0.9320

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

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