CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 0.9325 0.9362 0.0037 0.4% 0.9277
High 0.9377 0.9367 -0.0010 -0.1% 0.9377
Low 0.9289 0.9315 0.0026 0.3% 0.9272
Close 0.9362 0.9338 -0.0024 -0.3% 0.9338
Range 0.0088 0.0052 -0.0036 -40.9% 0.0105
ATR 0.0055 0.0055 0.0000 -0.4% 0.0000
Volume 86,211 76,686 -9,525 -11.0% 257,012
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9496 0.9469 0.9367
R3 0.9444 0.9417 0.9352
R2 0.9392 0.9392 0.9348
R1 0.9365 0.9365 0.9343 0.9353
PP 0.9340 0.9340 0.9340 0.9334
S1 0.9313 0.9313 0.9333 0.9301
S2 0.9288 0.9288 0.9328
S3 0.9236 0.9261 0.9324
S4 0.9184 0.9209 0.9309
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9644 0.9596 0.9396
R3 0.9539 0.9491 0.9367
R2 0.9434 0.9434 0.9357
R1 0.9386 0.9386 0.9348 0.9410
PP 0.9329 0.9329 0.9329 0.9341
S1 0.9281 0.9281 0.9328 0.9305
S2 0.9224 0.9224 0.9319
S3 0.9119 0.9176 0.9309
S4 0.9014 0.9071 0.9280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9377 0.9272 0.0105 1.1% 0.0051 0.5% 63% False False 51,402
10 0.9377 0.9165 0.0212 2.3% 0.0056 0.6% 82% False False 27,300
20 0.9377 0.9136 0.0241 2.6% 0.0055 0.6% 84% False False 14,119
40 0.9377 0.9120 0.0257 2.8% 0.0053 0.6% 85% False False 7,160
60 0.9377 0.8900 0.0477 5.1% 0.0054 0.6% 92% False False 4,813
80 0.9377 0.8813 0.0564 6.0% 0.0044 0.5% 93% False False 3,611
100 0.9377 0.8582 0.0795 8.5% 0.0036 0.4% 95% False False 2,889
120 0.9377 0.8582 0.0795 8.5% 0.0031 0.3% 95% False False 2,407
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9588
2.618 0.9503
1.618 0.9451
1.000 0.9419
0.618 0.9399
HIGH 0.9367
0.618 0.9347
0.500 0.9341
0.382 0.9335
LOW 0.9315
0.618 0.9283
1.000 0.9263
1.618 0.9231
2.618 0.9179
4.250 0.9094
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 0.9341 0.9336
PP 0.9340 0.9335
S1 0.9339 0.9333

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

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