CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 0.9170 0.9140 -0.0030 -0.3% 0.8949
High 0.9183 0.9171 -0.0012 -0.1% 0.9183
Low 0.9132 0.9122 -0.0010 -0.1% 0.8949
Close 0.9147 0.9168 0.0021 0.2% 0.9147
Range 0.0051 0.0049 -0.0002 -3.9% 0.0234
ATR 0.0051 0.0051 0.0000 -0.2% 0.0000
Volume 198 76 -122 -61.6% 516
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9301 0.9283 0.9195
R3 0.9252 0.9234 0.9181
R2 0.9203 0.9203 0.9177
R1 0.9185 0.9185 0.9172 0.9194
PP 0.9154 0.9154 0.9154 0.9158
S1 0.9136 0.9136 0.9164 0.9145
S2 0.9105 0.9105 0.9159
S3 0.9056 0.9087 0.9155
S4 0.9007 0.9038 0.9141
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 0.9018 0.0165 1.8% 0.0055 0.6% 91% False False 112
10 0.9183 0.8900 0.0283 3.1% 0.0054 0.6% 95% False False 65
20 0.9183 0.8827 0.0356 3.9% 0.0035 0.4% 96% False False 34
40 0.9183 0.8625 0.0558 6.1% 0.0020 0.2% 97% False False 17
60 0.9183 0.8582 0.0601 6.6% 0.0014 0.2% 98% False False 12
80 0.9183 0.8582 0.0601 6.6% 0.0012 0.1% 98% False False 9
100 0.9335 0.8582 0.0753 8.2% 0.0009 0.1% 78% False False 7
Crabel Price Patterns
NR True
NR4 True
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9379
2.618 0.9299
1.618 0.9250
1.000 0.9220
0.618 0.9201
HIGH 0.9171
0.618 0.9152
0.500 0.9147
0.382 0.9141
LOW 0.9122
0.618 0.9092
1.000 0.9073
1.618 0.9043
2.618 0.8994
4.250 0.8914
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 0.9161 0.9161
PP 0.9154 0.9154
S1 0.9147 0.9147

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

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