CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 0.9282 0.9276 -0.0006 -0.1% 0.9194
High 0.9304 0.9301 -0.0003 0.0% 0.9312
Low 0.9270 0.9254 -0.0016 -0.2% 0.9176
Close 0.9284 0.9278 -0.0006 -0.1% 0.9274
Range 0.0034 0.0047 0.0013 38.2% 0.0136
ATR 0.0052 0.0052 0.0000 -0.7% 0.0000
Volume 161 95 -66 -41.0% 1,380
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 0.9419 0.9395 0.9304
R3 0.9372 0.9348 0.9291
R2 0.9325 0.9325 0.9287
R1 0.9301 0.9301 0.9282 0.9313
PP 0.9278 0.9278 0.9278 0.9284
S1 0.9254 0.9254 0.9274 0.9266
S2 0.9231 0.9231 0.9269
S3 0.9184 0.9207 0.9265
S4 0.9137 0.9160 0.9252
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9662 0.9604 0.9349
R3 0.9526 0.9468 0.9311
R2 0.9390 0.9390 0.9299
R1 0.9332 0.9332 0.9286 0.9361
PP 0.9254 0.9254 0.9254 0.9269
S1 0.9196 0.9196 0.9262 0.9225
S2 0.9118 0.9118 0.9249
S3 0.8982 0.9060 0.9237
S4 0.8846 0.8924 0.9199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9312 0.9237 0.0075 0.8% 0.0042 0.5% 55% False False 224
10 0.9312 0.9120 0.0192 2.1% 0.0050 0.5% 82% False False 210
20 0.9321 0.9120 0.0201 2.2% 0.0051 0.6% 79% False False 177
40 0.9355 0.8900 0.0455 4.9% 0.0052 0.6% 83% False False 141
60 0.9355 0.8813 0.0542 5.8% 0.0038 0.4% 86% False False 95
80 0.9355 0.8582 0.0773 8.3% 0.0030 0.3% 90% False False 71
100 0.9355 0.8582 0.0773 8.3% 0.0025 0.3% 90% False False 57
120 0.9355 0.8582 0.0773 8.3% 0.0021 0.2% 90% False False 47
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9501
2.618 0.9424
1.618 0.9377
1.000 0.9348
0.618 0.9330
HIGH 0.9301
0.618 0.9283
0.500 0.9278
0.382 0.9272
LOW 0.9254
0.618 0.9225
1.000 0.9207
1.618 0.9178
2.618 0.9131
4.250 0.9054
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 0.9278 0.9279
PP 0.9278 0.9279
S1 0.9278 0.9278

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

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