CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 0.9266 0.9282 0.0016 0.2% 0.9365
High 0.9309 0.9309 0.0000 0.0% 0.9386
Low 0.9248 0.9278 0.0030 0.3% 0.9248
Close 0.9285 0.9304 0.0019 0.2% 0.9285
Range 0.0061 0.0031 -0.0030 -49.2% 0.0138
ATR 0.0055 0.0053 -0.0002 -3.1% 0.0000
Volume 127,705 50,293 -77,412 -60.6% 460,971
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9390 0.9378 0.9321
R3 0.9359 0.9347 0.9313
R2 0.9328 0.9328 0.9310
R1 0.9316 0.9316 0.9307 0.9322
PP 0.9297 0.9297 0.9297 0.9300
S1 0.9285 0.9285 0.9301 0.9291
S2 0.9266 0.9266 0.9298
S3 0.9235 0.9254 0.9295
S4 0.9204 0.9223 0.9287
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% 41% False False 93,701
10 0.9438 0.9248 0.0190 2.0% 0.0053 0.6% 29% False False 84,132
20 0.9438 0.9248 0.0190 2.0% 0.0052 0.6% 29% False False 72,653
40 0.9454 0.9248 0.0206 2.2% 0.0055 0.6% 27% False False 67,415
60 0.9454 0.9136 0.0318 3.4% 0.0055 0.6% 53% False False 45,392
80 0.9454 0.9120 0.0334 3.6% 0.0055 0.6% 55% False False 34,084
100 0.9454 0.8900 0.0554 6.0% 0.0054 0.6% 73% False False 27,284
120 0.9454 0.8813 0.0641 6.9% 0.0045 0.5% 77% False False 22,737
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9441
2.618 0.9390
1.618 0.9359
1.000 0.9340
0.618 0.9328
HIGH 0.9309
0.618 0.9297
0.500 0.9294
0.382 0.9290
LOW 0.9278
0.618 0.9259
1.000 0.9247
1.618 0.9228
2.618 0.9197
4.250 0.9146
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 0.9301 0.9296
PP 0.9297 0.9287
S1 0.9294 0.9279

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

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