CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 0.8781 0.8774 -0.0007 -0.1% 0.8791
High 0.8781 0.8774 -0.0007 -0.1% 0.8791
Low 0.8781 0.8774 -0.0007 -0.1% 0.8693
Close 0.8781 0.8774 -0.0007 -0.1% 0.8763
Range
ATR 0.0042 0.0039 -0.0002 -5.9% 0.0000
Volume 1 1 0 0.0% 2
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8774 0.8774 0.8774
R3 0.8774 0.8774 0.8774
R2 0.8774 0.8774 0.8774
R1 0.8774 0.8774 0.8774 0.8774
PP 0.8774 0.8774 0.8774 0.8774
S1 0.8774 0.8774 0.8774 0.8774
S2 0.8774 0.8774 0.8774
S3 0.8774 0.8774 0.8774
S4 0.8774 0.8774 0.8774
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9043 0.9001 0.8817
R3 0.8945 0.8903 0.8790
R2 0.8847 0.8847 0.8781
R1 0.8805 0.8805 0.8772 0.8777
PP 0.8749 0.8749 0.8749 0.8735
S1 0.8707 0.8707 0.8754 0.8679
S2 0.8651 0.8651 0.8745
S3 0.8553 0.8609 0.8736
S4 0.8455 0.8511 0.8709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8781 0.8693 0.0088 1.0% 0.0002 0.0% 92% False False
10 0.8902 0.8693 0.0209 2.4% 0.0001 0.0% 39% False False
20 0.8990 0.8693 0.0297 3.4% 0.0001 0.0% 27% False False
40 0.9335 0.8693 0.0642 7.3% 0.0000 0.0% 13% False False
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8774
2.618 0.8774
1.618 0.8774
1.000 0.8774
0.618 0.8774
HIGH 0.8774
0.618 0.8774
0.500 0.8774
0.382 0.8774
LOW 0.8774
0.618 0.8774
1.000 0.8774
1.618 0.8774
2.618 0.8774
4.250 0.8774
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 0.8774 0.8773
PP 0.8774 0.8773
S1 0.8774 0.8772

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

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