CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 0.9242 0.9241 -0.0001 0.0% 0.9162
High 0.9261 0.9247 -0.0014 -0.2% 0.9261
Low 0.9221 0.9168 -0.0053 -0.6% 0.9144
Close 0.9237 0.9179 -0.0058 -0.6% 0.9237
Range 0.0040 0.0079 0.0039 97.5% 0.0117
ATR 0.0054 0.0056 0.0002 3.3% 0.0000
Volume 1,261 2,617 1,356 107.5% 4,232
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9435 0.9386 0.9222
R3 0.9356 0.9307 0.9201
R2 0.9277 0.9277 0.9193
R1 0.9228 0.9228 0.9186 0.9213
PP 0.9198 0.9198 0.9198 0.9191
S1 0.9149 0.9149 0.9172 0.9134
S2 0.9119 0.9119 0.9165
S3 0.9040 0.9070 0.9157
S4 0.8961 0.8991 0.9136
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9565 0.9518 0.9301
R3 0.9448 0.9401 0.9269
R2 0.9331 0.9331 0.9258
R1 0.9284 0.9284 0.9248 0.9308
PP 0.9214 0.9214 0.9214 0.9226
S1 0.9167 0.9167 0.9226 0.9191
S2 0.9097 0.9097 0.9216
S3 0.8980 0.9050 0.9205
S4 0.8863 0.8933 0.9173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9261 0.9144 0.0117 1.3% 0.0064 0.7% 30% False False 1,369
10 0.9291 0.9136 0.0155 1.7% 0.0059 0.6% 28% False False 1,134
20 0.9328 0.9136 0.0192 2.1% 0.0053 0.6% 22% False False 722
40 0.9355 0.9120 0.0235 2.6% 0.0054 0.6% 25% False False 437
60 0.9355 0.8857 0.0498 5.4% 0.0050 0.5% 65% False False 308
80 0.9355 0.8794 0.0561 6.1% 0.0038 0.4% 69% False False 231
100 0.9355 0.8582 0.0773 8.4% 0.0031 0.3% 77% False False 185
120 0.9355 0.8582 0.0773 8.4% 0.0027 0.3% 77% False False 154
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9583
2.618 0.9454
1.618 0.9375
1.000 0.9326
0.618 0.9296
HIGH 0.9247
0.618 0.9217
0.500 0.9208
0.382 0.9198
LOW 0.9168
0.618 0.9119
1.000 0.9089
1.618 0.9040
2.618 0.8961
4.250 0.8832
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 0.9208 0.9203
PP 0.9198 0.9195
S1 0.9189 0.9187

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

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