CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 0.9138 0.9145 0.0007 0.1% 0.8949
High 0.9159 0.9145 -0.0014 -0.2% 0.9183
Low 0.9128 0.9107 -0.0021 -0.2% 0.8949
Close 0.9142 0.9124 -0.0018 -0.2% 0.9147
Range 0.0031 0.0038 0.0007 22.6% 0.0234
ATR 0.0049 0.0048 -0.0001 -1.6% 0.0000
Volume 100 150 50 50.0% 516
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9239 0.9220 0.9145
R3 0.9201 0.9182 0.9134
R2 0.9163 0.9163 0.9131
R1 0.9144 0.9144 0.9127 0.9135
PP 0.9125 0.9125 0.9125 0.9121
S1 0.9106 0.9106 0.9121 0.9097
S2 0.9087 0.9087 0.9117
S3 0.9049 0.9068 0.9114
S4 0.9011 0.9030 0.9103
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 0.9107 0.0076 0.8% 0.0044 0.5% 22% False True 120
10 0.9183 0.8938 0.0245 2.7% 0.0053 0.6% 76% False False 93
20 0.9183 0.8857 0.0326 3.6% 0.0041 0.5% 82% False False 50
40 0.9183 0.8794 0.0389 4.3% 0.0022 0.2% 85% False False 25
60 0.9183 0.8582 0.0601 6.6% 0.0016 0.2% 90% False False 17
80 0.9183 0.8582 0.0601 6.6% 0.0013 0.1% 90% False False 13
100 0.9231 0.8582 0.0649 7.1% 0.0010 0.1% 84% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9307
2.618 0.9244
1.618 0.9206
1.000 0.9183
0.618 0.9168
HIGH 0.9145
0.618 0.9130
0.500 0.9126
0.382 0.9122
LOW 0.9107
0.618 0.9084
1.000 0.9069
1.618 0.9046
2.618 0.9008
4.250 0.8946
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 0.9126 0.9142
PP 0.9125 0.9136
S1 0.9125 0.9130

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

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