CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 16-Apr-2014
Day Change Summary
Previous Current
15-Apr-2014 16-Apr-2014 Change Change % Previous Week
Open 0.9320 0.9241 -0.0079 -0.8% 0.9180
High 0.9321 0.9292 -0.0029 -0.3% 0.9355
Low 0.9240 0.9241 0.0001 0.0% 0.9155
Close 0.9257 0.9289 0.0032 0.3% 0.9298
Range 0.0081 0.0051 -0.0030 -37.0% 0.0200
ATR 0.0056 0.0056 0.0000 -0.6% 0.0000
Volume 86 237 151 175.6% 977
Daily Pivots for day following 16-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9427 0.9409 0.9317
R3 0.9376 0.9358 0.9303
R2 0.9325 0.9325 0.9298
R1 0.9307 0.9307 0.9294 0.9316
PP 0.9274 0.9274 0.9274 0.9279
S1 0.9256 0.9256 0.9284 0.9265
S2 0.9223 0.9223 0.9280
S3 0.9172 0.9205 0.9275
S4 0.9121 0.9154 0.9261
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 0.9240 0.0115 1.2% 0.0058 0.6% 43% False False 153
10 0.9355 0.9107 0.0248 2.7% 0.0058 0.6% 73% False False 160
20 0.9355 0.8900 0.0455 4.9% 0.0055 0.6% 85% False False 119
40 0.9355 0.8813 0.0542 5.8% 0.0035 0.4% 88% False False 61
60 0.9355 0.8582 0.0773 8.3% 0.0025 0.3% 91% False False 41
80 0.9355 0.8582 0.0773 8.3% 0.0020 0.2% 91% False False 31
100 0.9355 0.8582 0.0773 8.3% 0.0016 0.2% 91% False False 25
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9509
2.618 0.9426
1.618 0.9375
1.000 0.9343
0.618 0.9324
HIGH 0.9292
0.618 0.9273
0.500 0.9267
0.382 0.9260
LOW 0.9241
0.618 0.9209
1.000 0.9190
1.618 0.9158
2.618 0.9107
4.250 0.9024
Fisher Pivots for day following 16-Apr-2014
Pivot 1 day 3 day
R1 0.9282 0.9286
PP 0.9274 0.9283
S1 0.9267 0.9281

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

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