CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 0.9182 0.9194 0.0012 0.1% 0.9191
High 0.9192 0.9203 0.0011 0.1% 0.9226
Low 0.9120 0.9176 0.0056 0.6% 0.9120
Close 0.9183 0.9195 0.0012 0.1% 0.9183
Range 0.0072 0.0027 -0.0045 -62.5% 0.0106
ATR 0.0055 0.0053 -0.0002 -3.6% 0.0000
Volume 132 376 244 184.8% 827
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 0.9272 0.9261 0.9210
R3 0.9245 0.9234 0.9202
R2 0.9218 0.9218 0.9200
R1 0.9207 0.9207 0.9197 0.9213
PP 0.9191 0.9191 0.9191 0.9194
S1 0.9180 0.9180 0.9193 0.9186
S2 0.9164 0.9164 0.9190
S3 0.9137 0.9153 0.9188
S4 0.9110 0.9126 0.9180
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9494 0.9445 0.9241
R3 0.9388 0.9339 0.9212
R2 0.9282 0.9282 0.9202
R1 0.9233 0.9233 0.9193 0.9205
PP 0.9176 0.9176 0.9176 0.9162
S1 0.9127 0.9127 0.9173 0.9099
S2 0.9070 0.9070 0.9164
S3 0.8964 0.9021 0.9154
S4 0.8858 0.8915 0.9125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9226 0.9120 0.0106 1.2% 0.0048 0.5% 71% False False 202
10 0.9282 0.9120 0.0162 1.8% 0.0050 0.5% 46% False False 172
20 0.9355 0.9120 0.0235 2.6% 0.0053 0.6% 32% False False 166
40 0.9355 0.8857 0.0498 5.4% 0.0048 0.5% 68% False False 110
60 0.9355 0.8794 0.0561 6.1% 0.0034 0.4% 71% False False 74
80 0.9355 0.8582 0.0773 8.4% 0.0026 0.3% 79% False False 56
100 0.9355 0.8582 0.0773 8.4% 0.0022 0.2% 79% False False 44
120 0.9355 0.8582 0.0773 8.4% 0.0018 0.2% 79% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9318
2.618 0.9274
1.618 0.9247
1.000 0.9230
0.618 0.9220
HIGH 0.9203
0.618 0.9193
0.500 0.9190
0.382 0.9186
LOW 0.9176
0.618 0.9159
1.000 0.9149
1.618 0.9132
2.618 0.9105
4.250 0.9061
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 0.9193 0.9188
PP 0.9191 0.9180
S1 0.9190 0.9173

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

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