CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 0.8855 0.8795 -0.0060 -0.7% 0.8625
High 0.8855 0.8816 -0.0039 -0.4% 0.8855
Low 0.8829 0.8794 -0.0035 -0.4% 0.8625
Close 0.8829 0.8816 -0.0013 -0.1% 0.8829
Range 0.0026 0.0022 -0.0004 -15.4% 0.0230
ATR 0.0049 0.0048 -0.0001 -2.1% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8875 0.8867 0.8828
R3 0.8853 0.8845 0.8822
R2 0.8831 0.8831 0.8820
R1 0.8823 0.8823 0.8818 0.8827
PP 0.8809 0.8809 0.8809 0.8811
S1 0.8801 0.8801 0.8814 0.8805
S2 0.8787 0.8787 0.8812
S3 0.8765 0.8779 0.8810
S4 0.8743 0.8757 0.8804
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9460 0.9374 0.8956
R3 0.9230 0.9144 0.8892
R2 0.9000 0.9000 0.8871
R1 0.8914 0.8914 0.8850 0.8957
PP 0.8770 0.8770 0.8770 0.8791
S1 0.8684 0.8684 0.8808 0.8727
S2 0.8540 0.8540 0.8787
S3 0.8310 0.8454 0.8766
S4 0.8080 0.8224 0.8703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8855 0.8768 0.0087 1.0% 0.0016 0.2% 55% False False 1
10 0.8855 0.8615 0.0240 2.7% 0.0010 0.1% 84% False False 1
20 0.8913 0.8582 0.0331 3.8% 0.0007 0.1% 71% False False 1
40 0.8913 0.8582 0.0331 3.8% 0.0005 0.1% 71% False False
60 0.9231 0.8582 0.0649 7.4% 0.0003 0.0% 36% False False
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8910
2.618 0.8874
1.618 0.8852
1.000 0.8838
0.618 0.8830
HIGH 0.8816
0.618 0.8808
0.500 0.8805
0.382 0.8802
LOW 0.8794
0.618 0.8780
1.000 0.8772
1.618 0.8758
2.618 0.8736
4.250 0.8701
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 0.8812 0.8825
PP 0.8809 0.8822
S1 0.8805 0.8819

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

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