CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 0.8981 0.8969 -0.0012 -0.1% 0.8989
High 0.8993 0.9042 0.0049 0.5% 0.9047
Low 0.8941 0.8955 0.0014 0.2% 0.8866
Close 0.8967 0.9031 0.0064 0.7% 0.8967
Range 0.0052 0.0087 0.0035 67.3% 0.0181
ATR 0.0077 0.0077 0.0001 1.0% 0.0000
Volume 83,156 60,771 -22,385 -26.9% 266,685
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9270 0.9238 0.9079
R3 0.9183 0.9151 0.9055
R2 0.9096 0.9096 0.9047
R1 0.9064 0.9064 0.9039 0.9080
PP 0.9009 0.9009 0.9009 0.9018
S1 0.8977 0.8977 0.9023 0.8993
S2 0.8922 0.8922 0.9015
S3 0.8835 0.8890 0.9007
S4 0.8748 0.8803 0.8983
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9503 0.9416 0.9067
R3 0.9322 0.9235 0.9017
R2 0.9141 0.9141 0.9000
R1 0.9054 0.9054 0.8984 0.9007
PP 0.8960 0.8960 0.8960 0.8937
S1 0.8873 0.8873 0.8950 0.8826
S2 0.8779 0.8779 0.8934
S3 0.8598 0.8692 0.8917
S4 0.8417 0.8511 0.8867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9047 0.8866 0.0181 2.0% 0.0084 0.9% 91% False False 61,943
10 0.9071 0.8851 0.0220 2.4% 0.0079 0.9% 82% False False 35,042
20 0.9071 0.8829 0.0242 2.7% 0.0073 0.8% 83% False False 18,058
40 0.9071 0.8586 0.0485 5.4% 0.0080 0.9% 92% False False 9,204
60 0.9071 0.8586 0.0485 5.4% 0.0074 0.8% 92% False False 6,180
80 0.9296 0.8586 0.0710 7.9% 0.0066 0.7% 63% False False 4,637
100 0.9557 0.8586 0.0971 10.8% 0.0054 0.6% 46% False False 3,710
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9412
2.618 0.9270
1.618 0.9183
1.000 0.9129
0.618 0.9096
HIGH 0.9042
0.618 0.9009
0.500 0.8999
0.382 0.8988
LOW 0.8955
0.618 0.8901
1.000 0.8868
1.618 0.8814
2.618 0.8727
4.250 0.8585
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 0.9020 0.9016
PP 0.9009 0.9002
S1 0.8999 0.8987

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

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