CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 0.8993 0.9062 0.0069 0.8% 0.8920
High 0.9001 0.9062 0.0061 0.7% 0.8960
Low 0.8993 0.9062 0.0069 0.8% 0.8875
Close 0.9001 0.9062 0.0061 0.7% 0.8924
Range 0.0008 0.0000 -0.0008 -100.0% 0.0085
ATR 0.0039 0.0040 0.0002 4.1% 0.0000
Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9062 0.9062 0.9062
R3 0.9062 0.9062 0.9062
R2 0.9062 0.9062 0.9062
R1 0.9062 0.9062 0.9062 0.9062
PP 0.9062 0.9062 0.9062 0.9062
S1 0.9062 0.9062 0.9062 0.9062
S2 0.9062 0.9062 0.9062
S3 0.9062 0.9062 0.9062
S4 0.9062 0.9062 0.9062
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9175 0.9134 0.8971
R3 0.9090 0.9049 0.8947
R2 0.9005 0.9005 0.8940
R1 0.8964 0.8964 0.8932 0.8985
PP 0.8920 0.8920 0.8920 0.8930
S1 0.8879 0.8879 0.8916 0.8900
S2 0.8835 0.8835 0.8908
S3 0.8750 0.8794 0.8901
S4 0.8665 0.8709 0.8877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9062 0.8875 0.0187 2.1% 0.0002 0.0% 100% True False 1
10 0.9062 0.8855 0.0207 2.3% 0.0005 0.0% 100% True False 1
20 0.9062 0.8750 0.0312 3.4% 0.0003 0.0% 100% True False 3
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9062
2.618 0.9062
1.618 0.9062
1.000 0.9062
0.618 0.9062
HIGH 0.9062
0.618 0.9062
0.500 0.9062
0.382 0.9062
LOW 0.9062
0.618 0.9062
1.000 0.9062
1.618 0.9062
2.618 0.9062
4.250 0.9062
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 0.9062 0.9046
PP 0.9062 0.9029
S1 0.9062 0.9013

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

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