CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 0.9283 0.9320 0.0037 0.4% 0.9180
High 0.9321 0.9321 0.0000 0.0% 0.9355
Low 0.9283 0.9240 -0.0043 -0.5% 0.9155
Close 0.9315 0.9257 -0.0058 -0.6% 0.9298
Range 0.0038 0.0081 0.0043 113.2% 0.0200
ATR 0.0054 0.0056 0.0002 3.6% 0.0000
Volume 47 86 39 83.0% 977
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9516 0.9467 0.9302
R3 0.9435 0.9386 0.9279
R2 0.9354 0.9354 0.9272
R1 0.9305 0.9305 0.9264 0.9289
PP 0.9273 0.9273 0.9273 0.9265
S1 0.9224 0.9224 0.9250 0.9208
S2 0.9192 0.9192 0.9242
S3 0.9111 0.9143 0.9235
S4 0.9030 0.9062 0.9212
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9869 0.9784 0.9408
R3 0.9669 0.9584 0.9353
R2 0.9469 0.9469 0.9335
R1 0.9384 0.9384 0.9316 0.9427
PP 0.9269 0.9269 0.9269 0.9291
S1 0.9184 0.9184 0.9280 0.9227
S2 0.9069 0.9069 0.9261
S3 0.8869 0.8984 0.9243
S4 0.8669 0.8784 0.9188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9355 0.9239 0.0116 1.3% 0.0059 0.6% 16% False False 163
10 0.9355 0.9107 0.0248 2.7% 0.0056 0.6% 60% False False 146
20 0.9355 0.8900 0.0455 4.9% 0.0057 0.6% 78% False False 109
40 0.9355 0.8813 0.0542 5.9% 0.0033 0.4% 82% False False 55
60 0.9355 0.8582 0.0773 8.4% 0.0025 0.3% 87% False False 37
80 0.9355 0.8582 0.0773 8.4% 0.0019 0.2% 87% False False 28
100 0.9355 0.8582 0.0773 8.4% 0.0015 0.2% 87% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9665
2.618 0.9533
1.618 0.9452
1.000 0.9402
0.618 0.9371
HIGH 0.9321
0.618 0.9290
0.500 0.9281
0.382 0.9271
LOW 0.9240
0.618 0.9190
1.000 0.9159
1.618 0.9109
2.618 0.9028
4.250 0.8896
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 0.9281 0.9281
PP 0.9273 0.9273
S1 0.9265 0.9265

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

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