CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 0.9112 0.9170 0.0058 0.6% 0.8949
High 0.9164 0.9183 0.0019 0.2% 0.9183
Low 0.9111 0.9132 0.0021 0.2% 0.8949
Close 0.9152 0.9147 -0.0005 -0.1% 0.9147
Range 0.0053 0.0051 -0.0002 -3.8% 0.0234
ATR 0.0051 0.0051 0.0000 0.0% 0.0000
Volume 146 198 52 35.6% 516
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9307 0.9278 0.9175
R3 0.9256 0.9227 0.9161
R2 0.9205 0.9205 0.9156
R1 0.9176 0.9176 0.9152 0.9165
PP 0.9154 0.9154 0.9154 0.9149
S1 0.9125 0.9125 0.9142 0.9114
S2 0.9103 0.9103 0.9138
S3 0.9052 0.9074 0.9133
S4 0.9001 0.9023 0.9119
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9795 0.9705 0.9276
R3 0.9561 0.9471 0.9211
R2 0.9327 0.9327 0.9190
R1 0.9237 0.9237 0.9168 0.9282
PP 0.9093 0.9093 0.9093 0.9116
S1 0.9003 0.9003 0.9126 0.9048
S2 0.8859 0.8859 0.9104
S3 0.8625 0.8769 0.9083
S4 0.8391 0.8535 0.9018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9183 0.8949 0.0234 2.6% 0.0062 0.7% 85% True False 103
10 0.9183 0.8900 0.0283 3.1% 0.0053 0.6% 87% True False 58
20 0.9183 0.8813 0.0370 4.0% 0.0033 0.4% 90% True False 30
40 0.9183 0.8615 0.0568 6.2% 0.0019 0.2% 94% True False 15
60 0.9183 0.8582 0.0601 6.6% 0.0013 0.1% 94% True False 10
80 0.9183 0.8582 0.0601 6.6% 0.0011 0.1% 94% True False 8
100 0.9335 0.8582 0.0753 8.2% 0.0009 0.1% 75% False False 6
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 True
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9400
2.618 0.9317
1.618 0.9266
1.000 0.9234
0.618 0.9215
HIGH 0.9183
0.618 0.9164
0.500 0.9158
0.382 0.9151
LOW 0.9132
0.618 0.9100
1.000 0.9081
1.618 0.9049
2.618 0.8998
4.250 0.8915
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 0.9158 0.9137
PP 0.9154 0.9126
S1 0.9151 0.9116

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

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