CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 0.9180 0.9095 -0.0085 -0.9% 0.9226
High 0.9180 0.9104 -0.0076 -0.8% 0.9241
Low 0.9110 0.9087 -0.0023 -0.3% 0.9220
Close 0.9122 0.9104 -0.0018 -0.2% 0.9230
Range 0.0070 0.0017 -0.0053 -75.7% 0.0021
ATR 0.0032 0.0032 0.0000 0.7% 0.0000
Volume 3 6 3 100.0% 9
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 0.9149 0.9144 0.9113
R3 0.9132 0.9127 0.9109
R2 0.9115 0.9115 0.9107
R1 0.9110 0.9110 0.9106 0.9113
PP 0.9098 0.9098 0.9098 0.9100
S1 0.9093 0.9093 0.9102 0.9096
S2 0.9081 0.9081 0.9101
S3 0.9064 0.9076 0.9099
S4 0.9047 0.9059 0.9095
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 0.9230 0.9087 0.0143 1.6% 0.0025 0.3% 12% False True 3
10 0.9241 0.9087 0.0154 1.7% 0.0014 0.2% 11% False True 2
20 0.9241 0.9087 0.0154 1.7% 0.0012 0.1% 11% False True 3
40 0.9284 0.9061 0.0223 2.4% 0.0009 0.1% 19% False False 2
60 0.9284 0.8750 0.0534 5.9% 0.0007 0.1% 66% False 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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9176
2.618 0.9149
1.618 0.9132
1.000 0.9121
0.618 0.9115
HIGH 0.9104
0.618 0.9098
0.500 0.9096
0.382 0.9093
LOW 0.9087
0.618 0.9076
1.000 0.9070
1.618 0.9059
2.618 0.9042
4.250 0.9015
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 0.9101 0.9159
PP 0.9098 0.9140
S1 0.9096 0.9122

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

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