CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 0.8680 0.8636 -0.0044 -0.5% 0.8913
High 0.8680 0.8636 -0.0044 -0.5% 0.8913
Low 0.8680 0.8636 -0.0044 -0.5% 0.8636
Close 0.8680 0.8636 -0.0044 -0.5% 0.8636
Range
ATR 0.0048 0.0048 0.0000 -0.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8636 0.8636 0.8636
R3 0.8636 0.8636 0.8636
R2 0.8636 0.8636 0.8636
R1 0.8636 0.8636 0.8636 0.8636
PP 0.8636 0.8636 0.8636 0.8636
S1 0.8636 0.8636 0.8636 0.8636
S2 0.8636 0.8636 0.8636
S3 0.8636 0.8636 0.8636
S4 0.8636 0.8636 0.8636
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9559 0.9375 0.8788
R3 0.9282 0.9098 0.8712
R2 0.9005 0.9005 0.8687
R1 0.8821 0.8821 0.8661 0.8775
PP 0.8728 0.8728 0.8728 0.8705
S1 0.8544 0.8544 0.8611 0.8498
S2 0.8451 0.8451 0.8585
S3 0.8174 0.8267 0.8560
S4 0.7897 0.7990 0.8484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8913 0.8636 0.0277 3.2% 0.0000 0.0% 0% False True 1
10 0.8913 0.8636 0.0277 3.2% 0.0000 0.0% 0% False True 1
20 0.8913 0.8636 0.0277 3.2% 0.0003 0.0% 0% False True 1
40 0.9146 0.8636 0.0510 5.9% 0.0002 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 0.8636
2.618 0.8636
1.618 0.8636
1.000 0.8636
0.618 0.8636
HIGH 0.8636
0.618 0.8636
0.500 0.8636
0.382 0.8636
LOW 0.8636
0.618 0.8636
1.000 0.8636
1.618 0.8636
2.618 0.8636
4.250 0.8636
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 0.8636 0.8702
PP 0.8636 0.8680
S1 0.8636 0.8658

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

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