CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 0.9095 0.9105 0.0010 0.1% 0.9226
High 0.9104 0.9140 0.0036 0.4% 0.9241
Low 0.9087 0.9089 0.0002 0.0% 0.9220
Close 0.9104 0.9089 -0.0015 -0.2% 0.9230
Range 0.0017 0.0051 0.0034 200.0% 0.0021
ATR 0.0032 0.0034 0.0001 4.2% 0.0000
Volume 6 3 -3 -50.0% 9
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 0.9259 0.9225 0.9117
R3 0.9208 0.9174 0.9103
R2 0.9157 0.9157 0.9098
R1 0.9123 0.9123 0.9094 0.9115
PP 0.9106 0.9106 0.9106 0.9102
S1 0.9072 0.9072 0.9084 0.9064
S2 0.9055 0.9055 0.9080
S3 0.9004 0.9021 0.9075
S4 0.8953 0.8970 0.9061
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% 0.0035 0.4% 1% False False 3
10 0.9241 0.9087 0.0154 1.7% 0.0019 0.2% 1% False False 2
20 0.9241 0.9087 0.0154 1.7% 0.0014 0.1% 1% False False 3
40 0.9284 0.9061 0.0223 2.5% 0.0011 0.1% 13% False False 2
60 0.9284 0.8750 0.0534 5.9% 0.0008 0.1% 63% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9357
2.618 0.9274
1.618 0.9223
1.000 0.9191
0.618 0.9172
HIGH 0.9140
0.618 0.9121
0.500 0.9115
0.382 0.9108
LOW 0.9089
0.618 0.9057
1.000 0.9038
1.618 0.9006
2.618 0.8955
4.250 0.8872
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 0.9115 0.9134
PP 0.9106 0.9119
S1 0.9098 0.9104

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

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