CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 0.8792 0.8760 -0.0032 -0.4% 0.8862
High 0.8792 0.8760 -0.0032 -0.4% 0.8862
Low 0.8792 0.8760 -0.0032 -0.4% 0.8760
Close 0.8792 0.8760 -0.0032 -0.4% 0.8760
Range
ATR 0.0037 0.0037 0.0000 -1.0% 0.0000
Volume 10 10 0 0.0% 50
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8760 0.8760 0.8760
R3 0.8760 0.8760 0.8760
R2 0.8760 0.8760 0.8760
R1 0.8760 0.8760 0.8760 0.8760
PP 0.8760 0.8760 0.8760 0.8760
S1 0.8760 0.8760 0.8760 0.8760
S2 0.8760 0.8760 0.8760
S3 0.8760 0.8760 0.8760
S4 0.8760 0.8760 0.8760
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9100 0.9032 0.8816
R3 0.8998 0.8930 0.8788
R2 0.8896 0.8896 0.8779
R1 0.8828 0.8828 0.8769 0.8811
PP 0.8794 0.8794 0.8794 0.8786
S1 0.8726 0.8726 0.8751 0.8709
S2 0.8692 0.8692 0.8741
S3 0.8590 0.8624 0.8732
S4 0.8488 0.8522 0.8704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8862 0.8760 0.0102 1.2% 0.0000 0.0% 0% False True 10
10 0.8862 0.8760 0.0102 1.2% 0.0006 0.1% 0% False True 6
20 0.8862 0.8565 0.0297 3.4% 0.0010 0.1% 66% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8760
2.618 0.8760
1.618 0.8760
1.000 0.8760
0.618 0.8760
HIGH 0.8760
0.618 0.8760
0.500 0.8760
0.382 0.8760
LOW 0.8760
0.618 0.8760
1.000 0.8760
1.618 0.8760
2.618 0.8760
4.250 0.8760
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 0.8760 0.8776
PP 0.8760 0.8771
S1 0.8760 0.8765

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

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