CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 0.8848 0.8818 -0.0030 -0.3% 0.8917
High 0.8848 0.8818 -0.0030 -0.3% 0.8917
Low 0.8845 0.8813 -0.0032 -0.4% 0.8813
Close 0.8845 0.8813 -0.0032 -0.4% 0.8813
Range 0.0003 0.0005 0.0002 66.7% 0.0104
ATR 0.0038 0.0038 0.0000 -1.2% 0.0000
Volume 2 1 -1 -50.0% 9
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8830 0.8826 0.8816
R3 0.8825 0.8821 0.8814
R2 0.8820 0.8820 0.8814
R1 0.8816 0.8816 0.8813 0.8816
PP 0.8815 0.8815 0.8815 0.8814
S1 0.8811 0.8811 0.8813 0.8811
S2 0.8810 0.8810 0.8812
S3 0.8805 0.8806 0.8812
S4 0.8800 0.8801 0.8810
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9160 0.9090 0.8870
R3 0.9056 0.8986 0.8842
R2 0.8952 0.8952 0.8832
R1 0.8882 0.8882 0.8823 0.8865
PP 0.8848 0.8848 0.8848 0.8839
S1 0.8778 0.8778 0.8803 0.8761
S2 0.8744 0.8744 0.8794
S3 0.8640 0.8674 0.8784
S4 0.8536 0.8570 0.8756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8917 0.8813 0.0104 1.2% 0.0002 0.0% 0% False True 1
10 0.8917 0.8813 0.0104 1.2% 0.0001 0.0% 0% False True 1
20 0.8917 0.8615 0.0302 3.4% 0.0005 0.1% 66% False False 1
40 0.8917 0.8582 0.0335 3.8% 0.0004 0.0% 69% False False 1
60 0.8990 0.8582 0.0408 4.6% 0.0004 0.0% 57% False False 1
80 0.9335 0.8582 0.0753 8.5% 0.0003 0.0% 31% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8839
2.618 0.8831
1.618 0.8826
1.000 0.8823
0.618 0.8821
HIGH 0.8818
0.618 0.8816
0.500 0.8816
0.382 0.8815
LOW 0.8813
0.618 0.8810
1.000 0.8808
1.618 0.8805
2.618 0.8800
4.250 0.8792
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 0.8816 0.8831
PP 0.8815 0.8825
S1 0.8814 0.8819

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

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