CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 0.9298 0.9266 -0.0032 -0.3% 0.9365
High 0.9303 0.9309 0.0006 0.1% 0.9386
Low 0.9251 0.9248 -0.0003 0.0% 0.9248
Close 0.9265 0.9285 0.0020 0.2% 0.9285
Range 0.0052 0.0061 0.0009 17.3% 0.0138
ATR 0.0055 0.0055 0.0000 0.8% 0.0000
Volume 94,497 127,705 33,208 35.1% 460,971
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9464 0.9435 0.9319
R3 0.9403 0.9374 0.9302
R2 0.9342 0.9342 0.9296
R1 0.9313 0.9313 0.9291 0.9328
PP 0.9281 0.9281 0.9281 0.9288
S1 0.9252 0.9252 0.9279 0.9267
S2 0.9220 0.9220 0.9274
S3 0.9159 0.9191 0.9268
S4 0.9098 0.9130 0.9251
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9720 0.9641 0.9361
R3 0.9582 0.9503 0.9323
R2 0.9444 0.9444 0.9310
R1 0.9365 0.9365 0.9298 0.9336
PP 0.9306 0.9306 0.9306 0.9292
S1 0.9227 0.9227 0.9272 0.9198
S2 0.9168 0.9168 0.9260
S3 0.9030 0.9089 0.9247
S4 0.8892 0.8951 0.9209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9386 0.9248 0.0138 1.5% 0.0054 0.6% 27% False True 92,194
10 0.9438 0.9248 0.0190 2.0% 0.0053 0.6% 19% False True 83,137
20 0.9438 0.9248 0.0190 2.0% 0.0052 0.6% 19% False True 73,641
40 0.9454 0.9248 0.0206 2.2% 0.0056 0.6% 18% False True 66,227
60 0.9454 0.9136 0.0318 3.4% 0.0056 0.6% 47% False False 44,555
80 0.9454 0.9120 0.0334 3.6% 0.0055 0.6% 49% False False 33,459
100 0.9454 0.8860 0.0594 6.4% 0.0054 0.6% 72% False False 26,781
120 0.9454 0.8813 0.0641 6.9% 0.0045 0.5% 74% False False 22,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9568
2.618 0.9469
1.618 0.9408
1.000 0.9370
0.618 0.9347
HIGH 0.9309
0.618 0.9286
0.500 0.9279
0.382 0.9271
LOW 0.9248
0.618 0.9210
1.000 0.9187
1.618 0.9149
2.618 0.9088
4.250 0.8989
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 0.9283 0.9303
PP 0.9281 0.9297
S1 0.9279 0.9291

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

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