CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 0.9445 0.9393 -0.0052 -0.6% 0.9323
High 0.9448 0.9396 -0.0052 -0.6% 0.9391
Low 0.9381 0.9270 -0.0111 -1.2% 0.9300
Close 0.9389 0.9309 -0.0080 -0.9% 0.9372
Range 0.0067 0.0126 0.0059 88.1% 0.0091
ATR 0.0058 0.0062 0.0005 8.5% 0.0000
Volume 72,635 104,872 32,237 44.4% 287,707
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9703 0.9632 0.9378
R3 0.9577 0.9506 0.9344
R2 0.9451 0.9451 0.9332
R1 0.9380 0.9380 0.9321 0.9353
PP 0.9325 0.9325 0.9325 0.9311
S1 0.9254 0.9254 0.9297 0.9227
S2 0.9199 0.9199 0.9286
S3 0.9073 0.9128 0.9274
S4 0.8947 0.9002 0.9240
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9627 0.9591 0.9422
R3 0.9536 0.9500 0.9397
R2 0.9445 0.9445 0.9389
R1 0.9409 0.9409 0.9380 0.9427
PP 0.9354 0.9354 0.9354 0.9364
S1 0.9318 0.9318 0.9364 0.9336
S2 0.9263 0.9263 0.9355
S3 0.9172 0.9227 0.9347
S4 0.9081 0.9136 0.9322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9454 0.9270 0.0184 2.0% 0.0074 0.8% 21% False True 77,537
10 0.9454 0.9270 0.0184 2.0% 0.0062 0.7% 21% False True 66,555
20 0.9454 0.9257 0.0197 2.1% 0.0060 0.6% 26% False False 58,813
40 0.9454 0.9136 0.0318 3.4% 0.0057 0.6% 54% False False 30,012
60 0.9454 0.9120 0.0334 3.6% 0.0056 0.6% 57% False False 20,065
80 0.9454 0.8860 0.0594 6.4% 0.0054 0.6% 76% False False 15,066
100 0.9454 0.8813 0.0641 6.9% 0.0044 0.5% 77% False False 12,053
120 0.9454 0.8582 0.0872 9.4% 0.0038 0.4% 83% False False 10,045
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 174 trading days
Fibonacci Retracements and Extensions
4.250 0.9932
2.618 0.9726
1.618 0.9600
1.000 0.9522
0.618 0.9474
HIGH 0.9396
0.618 0.9348
0.500 0.9333
0.382 0.9318
LOW 0.9270
0.618 0.9192
1.000 0.9144
1.618 0.9066
2.618 0.8940
4.250 0.8735
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 0.9333 0.9362
PP 0.9325 0.9344
S1 0.9317 0.9327

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

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