CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 0.8997 0.8906 -0.0091 -1.0% 0.8902
High 0.9008 0.8931 -0.0077 -0.9% 0.8945
Low 0.8928 0.8900 -0.0028 -0.3% 0.8857
Close 0.8940 0.8931 -0.0009 -0.1% 0.8913
Range 0.0080 0.0031 -0.0049 -61.3% 0.0088
ATR 0.0046 0.0045 0.0000 -0.9% 0.0000
Volume 41 11 -30 -73.2% 14
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9014 0.9003 0.8948
R3 0.8983 0.8972 0.8940
R2 0.8952 0.8952 0.8937
R1 0.8941 0.8941 0.8934 0.8947
PP 0.8921 0.8921 0.8921 0.8923
S1 0.8910 0.8910 0.8928 0.8916
S2 0.8890 0.8890 0.8925
S3 0.8859 0.8879 0.8922
S4 0.8828 0.8848 0.8914
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 0.8900 0.0119 1.3% 0.0038 0.4% 26% False True 12
10 0.9019 0.8857 0.0162 1.8% 0.0030 0.3% 46% False False 7
20 0.9019 0.8813 0.0206 2.3% 0.0015 0.2% 57% False False 4
40 0.9019 0.8582 0.0437 4.9% 0.0010 0.1% 80% False False 3
60 0.9019 0.8582 0.0437 4.9% 0.0008 0.1% 80% False False 2
80 0.9019 0.8582 0.0437 4.9% 0.0006 0.1% 80% False False 1
100 0.9382 0.8582 0.0800 9.0% 0.0005 0.1% 44% False False 1
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9063
2.618 0.9012
1.618 0.8981
1.000 0.8962
0.618 0.8950
HIGH 0.8931
0.618 0.8919
0.500 0.8916
0.382 0.8912
LOW 0.8900
0.618 0.8881
1.000 0.8869
1.618 0.8850
2.618 0.8819
4.250 0.8768
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 0.8926 0.8960
PP 0.8921 0.8950
S1 0.8916 0.8941

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

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