CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 0.8777 0.8758 -0.0019 -0.2% 0.8781
High 0.8777 0.8758 -0.0019 -0.2% 0.8781
Low 0.8777 0.8758 -0.0019 -0.2% 0.8716
Close 0.8777 0.8758 -0.0019 -0.2% 0.8716
Range
ATR 0.0038 0.0036 -0.0001 -3.5% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8758 0.8758 0.8758
R3 0.8758 0.8758 0.8758
R2 0.8758 0.8758 0.8758
R1 0.8758 0.8758 0.8758 0.8758
PP 0.8758 0.8758 0.8758 0.8758
S1 0.8758 0.8758 0.8758 0.8758
S2 0.8758 0.8758 0.8758
S3 0.8758 0.8758 0.8758
S4 0.8758 0.8758 0.8758
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8933 0.8889 0.8752
R3 0.8868 0.8824 0.8734
R2 0.8803 0.8803 0.8728
R1 0.8759 0.8759 0.8722 0.8749
PP 0.8738 0.8738 0.8738 0.8732
S1 0.8694 0.8694 0.8710 0.8684
S2 0.8673 0.8673 0.8704
S3 0.8608 0.8629 0.8698
S4 0.8543 0.8564 0.8680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8777 0.8702 0.0075 0.9% 0.0012 0.1% 75% False False 1
10 0.8781 0.8693 0.0088 1.0% 0.0007 0.1% 74% False False
20 0.8990 0.8693 0.0297 3.4% 0.0003 0.0% 22% False False
40 0.9335 0.8693 0.0642 7.3% 0.0002 0.0% 10% False False
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8758
2.618 0.8758
1.618 0.8758
1.000 0.8758
0.618 0.8758
HIGH 0.8758
0.618 0.8758
0.500 0.8758
0.382 0.8758
LOW 0.8758
0.618 0.8758
1.000 0.8758
1.618 0.8758
2.618 0.8758
4.250 0.8758
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 0.8758 0.8752
PP 0.8758 0.8746
S1 0.8758 0.8740

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

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