CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 0.8902 0.8862 -0.0040 -0.4% 0.8625
High 0.8902 0.8862 -0.0040 -0.4% 0.8855
Low 0.8902 0.8862 -0.0040 -0.4% 0.8625
Close 0.8902 0.8862 -0.0040 -0.4% 0.8829
Range
ATR 0.0048 0.0047 -0.0001 -1.2% 0.0000
Volume 2 2 0 0.0% 7
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8862 0.8862 0.8862
R3 0.8862 0.8862 0.8862
R2 0.8862 0.8862 0.8862
R1 0.8862 0.8862 0.8862 0.8862
PP 0.8862 0.8862 0.8862 0.8862
S1 0.8862 0.8862 0.8862 0.8862
S2 0.8862 0.8862 0.8862
S3 0.8862 0.8862 0.8862
S4 0.8862 0.8862 0.8862
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 0.8906 0.8794 0.0112 1.3% 0.0010 0.1% 61% False False 1
10 0.8906 0.8615 0.0291 3.3% 0.0008 0.1% 85% False False 1
20 0.8906 0.8582 0.0324 3.7% 0.0007 0.1% 86% False False 1
40 0.8913 0.8582 0.0331 3.7% 0.0005 0.1% 85% False False 1
60 0.9231 0.8582 0.0649 7.3% 0.0003 0.0% 43% 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 0.8862
2.618 0.8862
1.618 0.8862
1.000 0.8862
0.618 0.8862
HIGH 0.8862
0.618 0.8862
0.500 0.8862
0.382 0.8862
LOW 0.8862
0.618 0.8862
1.000 0.8862
1.618 0.8862
2.618 0.8862
4.250 0.8862
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 0.8862 0.8884
PP 0.8862 0.8877
S1 0.8862 0.8869

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

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