CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 0.9383 0.9365 -0.0018 -0.2% 0.9362
High 0.9392 0.9382 -0.0010 -0.1% 0.9438
Low 0.9360 0.9353 -0.0007 -0.1% 0.9325
Close 0.9363 0.9373 0.0010 0.1% 0.9363
Range 0.0032 0.0029 -0.0003 -9.4% 0.0113
ATR 0.0055 0.0053 -0.0002 -3.4% 0.0000
Volume 62,565 42,758 -19,807 -31.7% 370,406
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9456 0.9444 0.9389
R3 0.9427 0.9415 0.9381
R2 0.9398 0.9398 0.9378
R1 0.9386 0.9386 0.9376 0.9392
PP 0.9369 0.9369 0.9369 0.9373
S1 0.9357 0.9357 0.9370 0.9363
S2 0.9340 0.9340 0.9368
S3 0.9311 0.9328 0.9365
S4 0.9282 0.9299 0.9357
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9714 0.9652 0.9425
R3 0.9601 0.9539 0.9394
R2 0.9488 0.9488 0.9384
R1 0.9426 0.9426 0.9373 0.9457
PP 0.9375 0.9375 0.9375 0.9391
S1 0.9313 0.9313 0.9353 0.9344
S2 0.9262 0.9262 0.9342
S3 0.9149 0.9200 0.9332
S4 0.9036 0.9087 0.9301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9438 0.9325 0.0113 1.2% 0.0052 0.6% 42% False False 74,564
10 0.9438 0.9289 0.0149 1.6% 0.0051 0.5% 56% False False 68,881
20 0.9454 0.9270 0.0184 2.0% 0.0056 0.6% 56% False False 69,290
40 0.9454 0.9165 0.0289 3.1% 0.0056 0.6% 72% False False 56,102
60 0.9454 0.9120 0.0334 3.6% 0.0055 0.6% 76% False False 37,600
80 0.9454 0.9107 0.0347 3.7% 0.0055 0.6% 77% False False 28,239
100 0.9454 0.8857 0.0597 6.4% 0.0052 0.6% 86% False False 22,599
120 0.9454 0.8776 0.0678 7.2% 0.0044 0.5% 88% False False 18,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9505
2.618 0.9458
1.618 0.9429
1.000 0.9411
0.618 0.9400
HIGH 0.9382
0.618 0.9371
0.500 0.9368
0.382 0.9364
LOW 0.9353
0.618 0.9335
1.000 0.9324
1.618 0.9306
2.618 0.9277
4.250 0.9230
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 0.9371 0.9396
PP 0.9369 0.9388
S1 0.9368 0.9381

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

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