CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 0.9146 0.9039 -0.0107 -1.2% 0.9155
High 0.9146 0.9039 -0.0107 -1.2% 0.9175
Low 0.9146 0.9039 -0.0107 -1.2% 0.9109
Close 0.9146 0.9039 -0.0107 -1.2% 0.9175
Range
ATR 0.0038 0.0042 0.0005 13.2% 0.0000
Volume
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9039 0.9039 0.9039
R3 0.9039 0.9039 0.9039
R2 0.9039 0.9039 0.9039
R1 0.9039 0.9039 0.9039 0.9039
PP 0.9039 0.9039 0.9039 0.9039
S1 0.9039 0.9039 0.9039 0.9039
S2 0.9039 0.9039 0.9039
S3 0.9039 0.9039 0.9039
S4 0.9039 0.9039 0.9039
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9351 0.9329 0.9211
R3 0.9285 0.9263 0.9193
R2 0.9219 0.9219 0.9187
R1 0.9197 0.9197 0.9181 0.9208
PP 0.9153 0.9153 0.9153 0.9159
S1 0.9131 0.9131 0.9169 0.9142
S2 0.9087 0.9087 0.9163
S3 0.9021 0.9065 0.9157
S4 0.8955 0.8999 0.9139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9231 0.9039 0.0192 2.1% 0.0000 0.0% 0% False True
10 0.9231 0.9039 0.0192 2.1% 0.0000 0.0% 0% False True
20 0.9382 0.9039 0.0343 3.8% 0.0000 0.0% 0% False True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9039
2.618 0.9039
1.618 0.9039
1.000 0.9039
0.618 0.9039
HIGH 0.9039
0.618 0.9039
0.500 0.9039
0.382 0.9039
LOW 0.9039
0.618 0.9039
1.000 0.9039
1.618 0.9039
2.618 0.9039
4.250 0.9039
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 0.9039 0.9135
PP 0.9039 0.9103
S1 0.9039 0.9071

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

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