CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 0.9204 0.9184 -0.0020 -0.2% 0.9203
High 0.9206 0.9262 0.0056 0.6% 0.9262
Low 0.9160 0.9182 0.0022 0.2% 0.9160
Close 0.9182 0.9241 0.0059 0.6% 0.9241
Range 0.0046 0.0080 0.0034 73.9% 0.0102
ATR 0.0070 0.0071 0.0001 1.0% 0.0000
Volume 61,238 81,347 20,109 32.8% 326,750
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9468 0.9435 0.9285
R3 0.9388 0.9355 0.9263
R2 0.9308 0.9308 0.9256
R1 0.9275 0.9275 0.9248 0.9292
PP 0.9228 0.9228 0.9228 0.9237
S1 0.9195 0.9195 0.9234 0.9212
S2 0.9148 0.9148 0.9226
S3 0.9068 0.9115 0.9219
S4 0.8988 0.9035 0.9197
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9527 0.9486 0.9297
R3 0.9425 0.9384 0.9269
R2 0.9323 0.9323 0.9260
R1 0.9282 0.9282 0.9250 0.9303
PP 0.9221 0.9221 0.9221 0.9231
S1 0.9180 0.9180 0.9232 0.9201
S2 0.9119 0.9119 0.9222
S3 0.9017 0.9078 0.9213
S4 0.8915 0.8976 0.9185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9262 0.9160 0.0102 1.1% 0.0060 0.7% 79% True False 65,350
10 0.9262 0.8996 0.0266 2.9% 0.0067 0.7% 92% True False 72,997
20 0.9262 0.8866 0.0396 4.3% 0.0073 0.8% 95% True False 68,844
40 0.9262 0.8829 0.0433 4.7% 0.0072 0.8% 95% True False 35,328
60 0.9262 0.8586 0.0676 7.3% 0.0078 0.8% 97% True False 23,645
80 0.9262 0.8586 0.0676 7.3% 0.0071 0.8% 97% True False 17,754
100 0.9296 0.8586 0.0710 7.7% 0.0063 0.7% 92% False False 14,204
120 0.9557 0.8586 0.0971 10.5% 0.0053 0.6% 67% False False 11,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9602
2.618 0.9471
1.618 0.9391
1.000 0.9342
0.618 0.9311
HIGH 0.9262
0.618 0.9231
0.500 0.9222
0.382 0.9213
LOW 0.9182
0.618 0.9133
1.000 0.9102
1.618 0.9053
2.618 0.8973
4.250 0.8842
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 0.9235 0.9231
PP 0.9228 0.9221
S1 0.9222 0.9211

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

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