CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 0.9341 0.9323 -0.0018 -0.2% 0.9345
High 0.9358 0.9389 0.0031 0.3% 0.9374
Low 0.9321 0.9321 0.0000 0.0% 0.9261
Close 0.9330 0.9360 0.0030 0.3% 0.9330
Range 0.0037 0.0068 0.0031 83.8% 0.0113
ATR 0.0057 0.0058 0.0001 1.3% 0.0000
Volume 46,659 56,828 10,169 21.8% 297,570
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9561 0.9528 0.9397
R3 0.9493 0.9460 0.9379
R2 0.9425 0.9425 0.9372
R1 0.9392 0.9392 0.9366 0.9409
PP 0.9357 0.9357 0.9357 0.9365
S1 0.9324 0.9324 0.9354 0.9341
S2 0.9289 0.9289 0.9348
S3 0.9221 0.9256 0.9341
S4 0.9153 0.9188 0.9323
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9661 0.9608 0.9392
R3 0.9548 0.9495 0.9361
R2 0.9435 0.9435 0.9351
R1 0.9382 0.9382 0.9340 0.9352
PP 0.9322 0.9322 0.9322 0.9307
S1 0.9269 0.9269 0.9320 0.9239
S2 0.9209 0.9209 0.9309
S3 0.9096 0.9156 0.9299
S4 0.8983 0.9043 0.9268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9389 0.9261 0.0128 1.4% 0.0068 0.7% 77% True False 61,615
10 0.9389 0.9261 0.0128 1.4% 0.0061 0.7% 77% True False 59,990
20 0.9389 0.9144 0.0245 2.6% 0.0059 0.6% 88% True False 31,581
40 0.9389 0.9120 0.0269 2.9% 0.0055 0.6% 89% True False 16,001
60 0.9389 0.9107 0.0282 3.0% 0.0054 0.6% 90% True False 10,714
80 0.9389 0.8813 0.0576 6.2% 0.0048 0.5% 95% True False 8,041
100 0.9389 0.8615 0.0774 8.3% 0.0040 0.4% 96% True False 6,433
120 0.9389 0.8582 0.0807 8.6% 0.0033 0.4% 96% True False 5,361
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9678
2.618 0.9567
1.618 0.9499
1.000 0.9457
0.618 0.9431
HIGH 0.9389
0.618 0.9363
0.500 0.9355
0.382 0.9347
LOW 0.9321
0.618 0.9279
1.000 0.9253
1.618 0.9211
2.618 0.9143
4.250 0.9032
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 0.9358 0.9355
PP 0.9357 0.9351
S1 0.9355 0.9346

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

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