CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 0.8981 0.8984 0.0003 0.0% 0.8969
High 0.8999 0.9048 0.0049 0.5% 0.9084
Low 0.8943 0.8981 0.0038 0.4% 0.8943
Close 0.8986 0.9035 0.0049 0.5% 0.9035
Range 0.0056 0.0067 0.0011 19.6% 0.0141
ATR 0.0078 0.0077 -0.0001 -1.0% 0.0000
Volume 74,397 72,293 -2,104 -2.8% 380,236
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9222 0.9196 0.9072
R3 0.9155 0.9129 0.9053
R2 0.9088 0.9088 0.9047
R1 0.9062 0.9062 0.9041 0.9075
PP 0.9021 0.9021 0.9021 0.9028
S1 0.8995 0.8995 0.9029 0.9008
S2 0.8954 0.8954 0.9023
S3 0.8887 0.8928 0.9017
S4 0.8820 0.8861 0.8998
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9444 0.9380 0.9113
R3 0.9303 0.9239 0.9074
R2 0.9162 0.9162 0.9061
R1 0.9098 0.9098 0.9048 0.9130
PP 0.9021 0.9021 0.9021 0.9037
S1 0.8957 0.8957 0.9022 0.8989
S2 0.8880 0.8880 0.9009
S3 0.8739 0.8816 0.8996
S4 0.8598 0.8675 0.8957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9084 0.8943 0.0141 1.6% 0.0080 0.9% 65% False False 76,047
10 0.9084 0.8866 0.0218 2.4% 0.0079 0.9% 78% False False 64,692
20 0.9084 0.8829 0.0255 2.8% 0.0076 0.8% 81% False False 33,927
40 0.9084 0.8586 0.0498 5.5% 0.0079 0.9% 90% False False 17,143
60 0.9084 0.8586 0.0498 5.5% 0.0076 0.8% 90% False False 11,503
80 0.9084 0.8586 0.0498 5.5% 0.0067 0.7% 90% False False 8,630
100 0.9436 0.8586 0.0850 9.4% 0.0057 0.6% 53% False False 6,904
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 0.9333
2.618 0.9223
1.618 0.9156
1.000 0.9115
0.618 0.9089
HIGH 0.9048
0.618 0.9022
0.500 0.9015
0.382 0.9007
LOW 0.8981
0.618 0.8940
1.000 0.8914
1.618 0.8873
2.618 0.8806
4.250 0.8696
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 0.9028 0.9028
PP 0.9021 0.9021
S1 0.9015 0.9014

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

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