CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 0.9230 0.9230 0.0000 0.0% 0.9226
High 0.9230 0.9230 0.0000 0.0% 0.9241
Low 0.9230 0.9194 -0.0036 -0.4% 0.9220
Close 0.9230 0.9194 -0.0036 -0.4% 0.9230
Range 0.0000 0.0036 0.0036 0.0021
ATR 0.0027 0.0028 0.0001 2.3% 0.0000
Volume 3 3 0 0.0% 9
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 0.9314 0.9290 0.9214
R3 0.9278 0.9254 0.9204
R2 0.9242 0.9242 0.9201
R1 0.9218 0.9218 0.9197 0.9212
PP 0.9206 0.9206 0.9206 0.9203
S1 0.9182 0.9182 0.9191 0.9176
S2 0.9170 0.9170 0.9187
S3 0.9134 0.9146 0.9184
S4 0.9098 0.9110 0.9174
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9293 0.9283 0.9242
R3 0.9272 0.9262 0.9236
R2 0.9251 0.9251 0.9234
R1 0.9241 0.9241 0.9232 0.9246
PP 0.9230 0.9230 0.9230 0.9233
S1 0.9220 0.9220 0.9228 0.9225
S2 0.9209 0.9209 0.9226
S3 0.9188 0.9199 0.9224
S4 0.9167 0.9178 0.9218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9241 0.9194 0.0047 0.5% 0.0011 0.1% 0% False True 2
10 0.9241 0.9194 0.0047 0.5% 0.0008 0.1% 0% False True 2
20 0.9241 0.9105 0.0136 1.5% 0.0008 0.1% 65% False False 3
40 0.9284 0.8964 0.0320 3.5% 0.0008 0.1% 72% False False 2
60 0.9284 0.8750 0.0534 5.8% 0.0006 0.1% 83% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.9383
2.618 0.9324
1.618 0.9288
1.000 0.9266
0.618 0.9252
HIGH 0.9230
0.618 0.9216
0.500 0.9212
0.382 0.9208
LOW 0.9194
0.618 0.9172
1.000 0.9158
1.618 0.9136
2.618 0.9100
4.250 0.9041
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 0.9212 0.9212
PP 0.9206 0.9206
S1 0.9200 0.9200

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

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