CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 0.8774 0.8763 -0.0011 -0.1% 0.8702
High 0.8774 0.8763 -0.0011 -0.1% 0.8826
Low 0.8774 0.8763 -0.0011 -0.1% 0.8702
Close 0.8774 0.8763 -0.0011 -0.1% 0.8826
Range
ATR 0.0037 0.0035 -0.0002 -5.0% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8763 0.8763 0.8763
R3 0.8763 0.8763 0.8763
R2 0.8763 0.8763 0.8763
R1 0.8763 0.8763 0.8763 0.8763
PP 0.8763 0.8763 0.8763 0.8763
S1 0.8763 0.8763 0.8763 0.8763
S2 0.8763 0.8763 0.8763
S3 0.8763 0.8763 0.8763
S4 0.8763 0.8763 0.8763
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9157 0.9115 0.8894
R3 0.9033 0.8991 0.8860
R2 0.8909 0.8909 0.8849
R1 0.8867 0.8867 0.8837 0.8888
PP 0.8785 0.8785 0.8785 0.8795
S1 0.8743 0.8743 0.8815 0.8764
S2 0.8661 0.8661 0.8803
S3 0.8537 0.8619 0.8792
S4 0.8413 0.8495 0.8758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8826 0.8758 0.0068 0.8% 0.0000 0.0% 7% False False 1
10 0.8826 0.8702 0.0124 1.4% 0.0006 0.1% 49% False False 1
20 0.8990 0.8693 0.0297 3.4% 0.0003 0.0% 24% False False
40 0.9231 0.8693 0.0538 6.1% 0.0002 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8763
2.618 0.8763
1.618 0.8763
1.000 0.8763
0.618 0.8763
HIGH 0.8763
0.618 0.8763
0.500 0.8763
0.382 0.8763
LOW 0.8763
0.618 0.8763
1.000 0.8763
1.618 0.8763
2.618 0.8763
4.250 0.8763
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 0.8763 0.8790
PP 0.8763 0.8781
S1 0.8763 0.8772

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

View Archives - Comment on this page... - Back to Index of Symbols