CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 0.9130 0.9108 -0.0022 -0.2% 0.9178
High 0.9130 0.9108 -0.0022 -0.2% 0.9215
Low 0.9123 0.9108 -0.0015 -0.2% 0.9108
Close 0.9123 0.9108 -0.0015 -0.2% 0.9123
Range 0.0007 0.0000 -0.0007 -100.0% 0.0107
ATR 0.0036 0.0035 -0.0002 -4.2% 0.0000
Volume 3 1 -2 -66.7% 13
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9108 0.9108 0.9108
R3 0.9108 0.9108 0.9108
R2 0.9108 0.9108 0.9108
R1 0.9108 0.9108 0.9108 0.9108
PP 0.9108 0.9108 0.9108 0.9108
S1 0.9108 0.9108 0.9108 0.9108
S2 0.9108 0.9108 0.9108
S3 0.9108 0.9108 0.9108
S4 0.9108 0.9108 0.9108
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9470 0.9403 0.9182
R3 0.9363 0.9296 0.9152
R2 0.9256 0.9256 0.9143
R1 0.9189 0.9189 0.9133 0.9169
PP 0.9149 0.9149 0.9149 0.9139
S1 0.9082 0.9082 0.9113 0.9062
S2 0.9042 0.9042 0.9103
S3 0.8935 0.8975 0.9094
S4 0.8828 0.8868 0.9064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9215 0.9108 0.0107 1.2% 0.0006 0.1% 0% False True 2
10 0.9256 0.9108 0.0148 1.6% 0.0007 0.1% 0% False True 2
20 0.9284 0.9061 0.0223 2.4% 0.0007 0.1% 21% False False 2
40 0.9284 0.8750 0.0534 5.9% 0.0006 0.1% 67% False False 2
60 0.9284 0.8565 0.0719 7.9% 0.0007 0.1% 76% False False 2
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9108
2.618 0.9108
1.618 0.9108
1.000 0.9108
0.618 0.9108
HIGH 0.9108
0.618 0.9108
0.500 0.9108
0.382 0.9108
LOW 0.9108
0.618 0.9108
1.000 0.9108
1.618 0.9108
2.618 0.9108
4.250 0.9108
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 0.9108 0.9119
PP 0.9108 0.9115
S1 0.9108 0.9112

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

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