CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 08-Apr-2014
Day Change Summary
Previous Current
07-Apr-2014 08-Apr-2014 Change Change % Previous Week
Open 0.9180 0.9167 -0.0013 -0.1% 0.9140
High 0.9190 0.9263 0.0073 0.8% 0.9201
Low 0.9155 0.9167 0.0012 0.1% 0.9107
Close 0.9168 0.9255 0.0087 0.9% 0.9183
Range 0.0035 0.0096 0.0061 174.3% 0.0094
ATR 0.0049 0.0053 0.0003 6.8% 0.0000
Volume 179 112 -67 -37.4% 508
Daily Pivots for day following 08-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9516 0.9482 0.9308
R3 0.9420 0.9386 0.9281
R2 0.9324 0.9324 0.9273
R1 0.9290 0.9290 0.9264 0.9307
PP 0.9228 0.9228 0.9228 0.9237
S1 0.9194 0.9194 0.9246 0.9211
S2 0.9132 0.9132 0.9237
S3 0.9036 0.9098 0.9229
S4 0.8940 0.9002 0.9202
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 0.9263 0.9107 0.0156 1.7% 0.0054 0.6% 95% True False 128
10 0.9263 0.9049 0.0214 2.3% 0.0055 0.6% 96% True False 122
20 0.9263 0.8860 0.0403 4.4% 0.0049 0.5% 98% True False 69
40 0.9263 0.8813 0.0450 4.9% 0.0026 0.3% 98% True False 35
60 0.9263 0.8582 0.0681 7.4% 0.0020 0.2% 99% True False 24
80 0.9263 0.8582 0.0681 7.4% 0.0016 0.2% 99% True False 18
100 0.9263 0.8582 0.0681 7.4% 0.0012 0.1% 99% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 0.9671
2.618 0.9514
1.618 0.9418
1.000 0.9359
0.618 0.9322
HIGH 0.9263
0.618 0.9226
0.500 0.9215
0.382 0.9204
LOW 0.9167
0.618 0.9108
1.000 0.9071
1.618 0.9012
2.618 0.8916
4.250 0.8759
Fisher Pivots for day following 08-Apr-2014
Pivot 1 day 3 day
R1 0.9242 0.9236
PP 0.9228 0.9217
S1 0.9215 0.9198

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

View Archives - Comment on this page... - Back to Index of Symbols