CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 0.8768 0.8776 0.0008 0.1% 0.8620
High 0.8800 0.8776 -0.0024 -0.3% 0.8656
Low 0.8768 0.8776 0.0008 0.1% 0.8615
Close 0.8800 0.8776 -0.0024 -0.3% 0.8617
Range 0.0032 0.0000 -0.0032 -100.0% 0.0041
ATR 0.0053 0.0051 -0.0002 -3.9% 0.0000
Volume 2 1 -1 -50.0% 5
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8776 0.8776 0.8776
R3 0.8776 0.8776 0.8776
R2 0.8776 0.8776 0.8776
R1 0.8776 0.8776 0.8776 0.8776
PP 0.8776 0.8776 0.8776 0.8776
S1 0.8776 0.8776 0.8776 0.8776
S2 0.8776 0.8776 0.8776
S3 0.8776 0.8776 0.8776
S4 0.8776 0.8776 0.8776
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8752 0.8726 0.8640
R3 0.8711 0.8685 0.8628
R2 0.8670 0.8670 0.8625
R1 0.8644 0.8644 0.8621 0.8637
PP 0.8629 0.8629 0.8629 0.8626
S1 0.8603 0.8603 0.8613 0.8596
S2 0.8588 0.8588 0.8609
S3 0.8547 0.8562 0.8606
S4 0.8506 0.8521 0.8594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8800 0.8615 0.0185 2.1% 0.0007 0.1% 87% False False 1
10 0.8800 0.8582 0.0218 2.5% 0.0006 0.1% 89% False False 1
20 0.8913 0.8582 0.0331 3.8% 0.0005 0.1% 59% False False 1
40 0.8990 0.8582 0.0408 4.6% 0.0004 0.0% 48% False False
60 0.9231 0.8582 0.0649 7.4% 0.0003 0.0% 30% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8776
2.618 0.8776
1.618 0.8776
1.000 0.8776
0.618 0.8776
HIGH 0.8776
0.618 0.8776
0.500 0.8776
0.382 0.8776
LOW 0.8776
0.618 0.8776
1.000 0.8776
1.618 0.8776
2.618 0.8776
4.250 0.8776
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 0.8776 0.8755
PP 0.8776 0.8734
S1 0.8776 0.8713

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

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