CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 0.9246 0.9282 0.0036 0.4% 0.9140
High 0.9295 0.9355 0.0060 0.6% 0.9201
Low 0.9239 0.9275 0.0036 0.4% 0.9107
Close 0.9293 0.9325 0.0032 0.3% 0.9183
Range 0.0056 0.0080 0.0024 42.9% 0.0094
ATR 0.0053 0.0055 0.0002 3.7% 0.0000
Volume 288 180 -108 -37.5% 508
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9558 0.9522 0.9369
R3 0.9478 0.9442 0.9347
R2 0.9398 0.9398 0.9340
R1 0.9362 0.9362 0.9332 0.9380
PP 0.9318 0.9318 0.9318 0.9328
S1 0.9282 0.9282 0.9318 0.9300
S2 0.9238 0.9238 0.9310
S3 0.9158 0.9202 0.9303
S4 0.9078 0.9122 0.9281
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 0.9355 0.9133 0.0222 2.4% 0.0067 0.7% 86% True False 172
10 0.9355 0.9107 0.0248 2.7% 0.0055 0.6% 88% True False 146
20 0.9355 0.8900 0.0455 4.9% 0.0053 0.6% 93% True False 92
40 0.9355 0.8813 0.0542 5.8% 0.0029 0.3% 94% True False 47
60 0.9355 0.8582 0.0773 8.3% 0.0022 0.2% 96% True False 31
80 0.9355 0.8582 0.0773 8.3% 0.0017 0.2% 96% True False 24
100 0.9355 0.8582 0.0773 8.3% 0.0014 0.1% 96% True False 19
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9695
2.618 0.9564
1.618 0.9484
1.000 0.9435
0.618 0.9404
HIGH 0.9355
0.618 0.9324
0.500 0.9315
0.382 0.9306
LOW 0.9275
0.618 0.9226
1.000 0.9195
1.618 0.9146
2.618 0.9066
4.250 0.8935
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 0.9322 0.9304
PP 0.9318 0.9282
S1 0.9315 0.9261

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

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