CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 0.9375 0.9353 -0.0022 -0.2% 0.9362
High 0.9386 0.9357 -0.0029 -0.3% 0.9438
Low 0.9343 0.9272 -0.0071 -0.8% 0.9325
Close 0.9355 0.9296 -0.0059 -0.6% 0.9363
Range 0.0043 0.0085 0.0042 97.7% 0.0113
ATR 0.0053 0.0055 0.0002 4.4% 0.0000
Volume 67,594 128,417 60,823 90.0% 370,406
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9563 0.9515 0.9343
R3 0.9478 0.9430 0.9319
R2 0.9393 0.9393 0.9312
R1 0.9345 0.9345 0.9304 0.9327
PP 0.9308 0.9308 0.9308 0.9299
S1 0.9260 0.9260 0.9288 0.9242
S2 0.9223 0.9223 0.9280
S3 0.9138 0.9175 0.9273
S4 0.9053 0.9090 0.9249
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 0.9272 0.0166 1.8% 0.0050 0.5% 14% False True 76,458
10 0.9438 0.9272 0.0166 1.8% 0.0054 0.6% 14% False True 74,255
20 0.9448 0.9270 0.0178 1.9% 0.0056 0.6% 15% False False 71,406
40 0.9454 0.9188 0.0266 2.9% 0.0056 0.6% 41% False False 60,868
60 0.9454 0.9136 0.0318 3.4% 0.0056 0.6% 50% False False 40,859
80 0.9454 0.9120 0.0334 3.6% 0.0055 0.6% 53% False False 30,685
100 0.9454 0.8857 0.0597 6.4% 0.0053 0.6% 74% False False 24,559
120 0.9454 0.8794 0.0660 7.1% 0.0045 0.5% 76% False False 20,466
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 0.0012
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9718
2.618 0.9580
1.618 0.9495
1.000 0.9442
0.618 0.9410
HIGH 0.9357
0.618 0.9325
0.500 0.9315
0.382 0.9304
LOW 0.9272
0.618 0.9219
1.000 0.9187
1.618 0.9134
2.618 0.9049
4.250 0.8911
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 0.9315 0.9329
PP 0.9308 0.9318
S1 0.9302 0.9307

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

View Archives - Comment on this page... - Back to Index of Symbols