CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 0.9230 0.9180 -0.0050 -0.5% 0.9226
High 0.9230 0.9180 -0.0050 -0.5% 0.9241
Low 0.9194 0.9110 -0.0084 -0.9% 0.9220
Close 0.9194 0.9122 -0.0072 -0.8% 0.9230
Range 0.0036 0.0070 0.0034 94.4% 0.0021
ATR 0.0028 0.0032 0.0004 14.3% 0.0000
Volume 3 3 0 0.0% 9
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 0.9347 0.9305 0.9161
R3 0.9277 0.9235 0.9141
R2 0.9207 0.9207 0.9135
R1 0.9165 0.9165 0.9128 0.9151
PP 0.9137 0.9137 0.9137 0.9131
S1 0.9095 0.9095 0.9116 0.9081
S2 0.9067 0.9067 0.9109
S3 0.8997 0.9025 0.9103
S4 0.8927 0.8955 0.9084
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 0.9110 0.0131 1.4% 0.0022 0.2% 9% False True 2
10 0.9241 0.9110 0.0131 1.4% 0.0013 0.1% 9% False True 2
20 0.9241 0.9105 0.0136 1.5% 0.0011 0.1% 13% False False 3
40 0.9284 0.8993 0.0291 3.2% 0.0009 0.1% 44% False False 2
60 0.9284 0.8750 0.0534 5.9% 0.0007 0.1% 70% 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 73 trading days
Fibonacci Retracements and Extensions
4.250 0.9478
2.618 0.9363
1.618 0.9293
1.000 0.9250
0.618 0.9223
HIGH 0.9180
0.618 0.9153
0.500 0.9145
0.382 0.9137
LOW 0.9110
0.618 0.9067
1.000 0.9040
1.618 0.8997
2.618 0.8927
4.250 0.8813
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 0.9145 0.9170
PP 0.9137 0.9154
S1 0.9130 0.9138

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

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