CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 0.8822 0.8800 -0.0022 -0.2% 0.8760
High 0.8822 0.8860 0.0038 0.4% 0.8852
Low 0.8822 0.8800 -0.0022 -0.2% 0.8760
Close 0.8822 0.8819 -0.0003 0.0% 0.8852
Range 0.0000 0.0060 0.0060 0.0092
ATR 0.0037 0.0039 0.0002 4.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9006 0.8973 0.8852
R3 0.8946 0.8913 0.8836
R2 0.8886 0.8886 0.8830
R1 0.8853 0.8853 0.8825 0.8870
PP 0.8826 0.8826 0.8826 0.8835
S1 0.8793 0.8793 0.8814 0.8810
S2 0.8766 0.8766 0.8808
S3 0.8706 0.8733 0.8803
S4 0.8646 0.8673 0.8786
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9097 0.9067 0.8903
R3 0.9005 0.8975 0.8877
R2 0.8913 0.8913 0.8869
R1 0.8883 0.8883 0.8860 0.8898
PP 0.8821 0.8821 0.8821 0.8829
S1 0.8791 0.8791 0.8844 0.8806
S2 0.8729 0.8729 0.8835
S3 0.8637 0.8699 0.8827
S4 0.8545 0.8607 0.8801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8860 0.8800 0.0060 0.7% 0.0012 0.1% 32% True True 1
10 0.8860 0.8760 0.0100 1.1% 0.0006 0.1% 59% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9115
2.618 0.9017
1.618 0.8957
1.000 0.8920
0.618 0.8897
HIGH 0.8860
0.618 0.8837
0.500 0.8830
0.382 0.8823
LOW 0.8800
0.618 0.8763
1.000 0.8740
1.618 0.8703
2.618 0.8643
4.250 0.8545
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 0.8830 0.8830
PP 0.8826 0.8826
S1 0.8823 0.8823

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

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