CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 0.9133 0.9180 0.0047 0.5% 0.9140
High 0.9201 0.9190 -0.0011 -0.1% 0.9201
Low 0.9133 0.9155 0.0022 0.2% 0.9107
Close 0.9183 0.9168 -0.0015 -0.2% 0.9183
Range 0.0068 0.0035 -0.0033 -48.5% 0.0094
ATR 0.0050 0.0049 -0.0001 -2.2% 0.0000
Volume 103 179 76 73.8% 508
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9276 0.9257 0.9187
R3 0.9241 0.9222 0.9178
R2 0.9206 0.9206 0.9174
R1 0.9187 0.9187 0.9171 0.9179
PP 0.9171 0.9171 0.9171 0.9167
S1 0.9152 0.9152 0.9165 0.9144
S2 0.9136 0.9136 0.9162
S3 0.9101 0.9117 0.9158
S4 0.9066 0.9082 0.9149
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9446 0.9408 0.9235
R3 0.9352 0.9314 0.9209
R2 0.9258 0.9258 0.9200
R1 0.9220 0.9220 0.9192 0.9239
PP 0.9164 0.9164 0.9164 0.9173
S1 0.9126 0.9126 0.9174 0.9145
S2 0.9070 0.9070 0.9166
S3 0.8976 0.9032 0.9157
S4 0.8882 0.8938 0.9131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9201 0.9107 0.0094 1.0% 0.0044 0.5% 65% False False 122
10 0.9201 0.9018 0.0183 2.0% 0.0050 0.5% 82% False False 117
20 0.9201 0.8857 0.0344 3.8% 0.0044 0.5% 90% False False 64
40 0.9201 0.8794 0.0407 4.4% 0.0024 0.3% 92% False False 32
60 0.9201 0.8582 0.0619 6.8% 0.0018 0.2% 95% False False 22
80 0.9201 0.8582 0.0619 6.8% 0.0014 0.2% 95% False False 16
100 0.9231 0.8582 0.0649 7.1% 0.0011 0.1% 90% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9339
2.618 0.9282
1.618 0.9247
1.000 0.9225
0.618 0.9212
HIGH 0.9190
0.618 0.9177
0.500 0.9173
0.382 0.9168
LOW 0.9155
0.618 0.9133
1.000 0.9120
1.618 0.9098
2.618 0.9063
4.250 0.9006
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 0.9173 0.9163
PP 0.9171 0.9159
S1 0.9170 0.9154

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

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