CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 0.9003 0.8997 -0.0006 -0.1% 0.8902
High 0.9019 0.9008 -0.0011 -0.1% 0.8945
Low 0.8998 0.8928 -0.0070 -0.8% 0.8857
Close 0.9013 0.8940 -0.0073 -0.8% 0.8913
Range 0.0021 0.0080 0.0059 281.0% 0.0088
ATR 0.0043 0.0046 0.0003 7.1% 0.0000
Volume 2 41 39 1,950.0% 14
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9199 0.9149 0.8984
R3 0.9119 0.9069 0.8962
R2 0.9039 0.9039 0.8955
R1 0.8989 0.8989 0.8947 0.8974
PP 0.8959 0.8959 0.8959 0.8951
S1 0.8909 0.8909 0.8933 0.8894
S2 0.8879 0.8879 0.8925
S3 0.8799 0.8829 0.8918
S4 0.8719 0.8749 0.8896
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9169 0.9129 0.8961
R3 0.9081 0.9041 0.8937
R2 0.8993 0.8993 0.8929
R1 0.8953 0.8953 0.8921 0.8973
PP 0.8905 0.8905 0.8905 0.8915
S1 0.8865 0.8865 0.8905 0.8885
S2 0.8817 0.8817 0.8897
S3 0.8729 0.8777 0.8889
S4 0.8641 0.8689 0.8865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9019 0.8903 0.0116 1.3% 0.0039 0.4% 32% False False 11
10 0.9019 0.8857 0.0162 1.8% 0.0027 0.3% 51% False False 6
20 0.9019 0.8813 0.0206 2.3% 0.0014 0.2% 62% False False 4
40 0.9019 0.8582 0.0437 4.9% 0.0010 0.1% 82% False False 2
60 0.9019 0.8582 0.0437 4.9% 0.0008 0.1% 82% False False 2
80 0.9039 0.8582 0.0457 5.1% 0.0006 0.1% 78% False False 1
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 0.0002
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 0.9348
2.618 0.9217
1.618 0.9137
1.000 0.9088
0.618 0.9057
HIGH 0.9008
0.618 0.8977
0.500 0.8968
0.382 0.8959
LOW 0.8928
0.618 0.8879
1.000 0.8848
1.618 0.8799
2.618 0.8719
4.250 0.8588
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 0.8968 0.8974
PP 0.8959 0.8962
S1 0.8949 0.8951

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

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