CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 0.9220 0.9194 -0.0026 -0.3% 0.9045
High 0.9257 0.9216 -0.0041 -0.4% 0.9247
Low 0.9182 0.9175 -0.0007 -0.1% 0.8996
Close 0.9197 0.9199 0.0002 0.0% 0.9204
Range 0.0075 0.0041 -0.0034 -45.3% 0.0251
ATR 0.0075 0.0072 -0.0002 -3.2% 0.0000
Volume 62,705 50,451 -12,254 -19.5% 403,221
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9320 0.9300 0.9222
R3 0.9279 0.9259 0.9210
R2 0.9238 0.9238 0.9207
R1 0.9218 0.9218 0.9203 0.9228
PP 0.9197 0.9197 0.9197 0.9202
S1 0.9177 0.9177 0.9195 0.9187
S2 0.9156 0.9156 0.9191
S3 0.9115 0.9136 0.9188
S4 0.9074 0.9095 0.9176
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9902 0.9804 0.9342
R3 0.9651 0.9553 0.9273
R2 0.9400 0.9400 0.9250
R1 0.9302 0.9302 0.9227 0.9351
PP 0.9149 0.9149 0.9149 0.9174
S1 0.9051 0.9051 0.9181 0.9100
S2 0.8898 0.8898 0.9158
S3 0.8647 0.8800 0.9135
S4 0.8396 0.8549 0.9066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9257 0.9164 0.0093 1.0% 0.0059 0.6% 38% False False 66,334
10 0.9257 0.8943 0.0314 3.4% 0.0066 0.7% 82% False False 73,407
20 0.9257 0.8866 0.0391 4.3% 0.0077 0.8% 85% False False 62,553
40 0.9257 0.8799 0.0458 5.0% 0.0071 0.8% 87% False False 31,777
60 0.9257 0.8586 0.0671 7.3% 0.0078 0.8% 91% False False 21,273
80 0.9257 0.8586 0.0671 7.3% 0.0070 0.8% 91% False False 15,972
100 0.9323 0.8586 0.0737 8.0% 0.0062 0.7% 83% False False 12,778
120 0.9557 0.8586 0.0971 10.6% 0.0052 0.6% 63% False False 10,648
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.9390
2.618 0.9323
1.618 0.9282
1.000 0.9257
0.618 0.9241
HIGH 0.9216
0.618 0.9200
0.500 0.9196
0.382 0.9191
LOW 0.9175
0.618 0.9150
1.000 0.9134
1.618 0.9109
2.618 0.9068
4.250 0.9001
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 0.9198 0.9214
PP 0.9197 0.9209
S1 0.9196 0.9204

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

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