CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 0.9105 0.9109 0.0004 0.0% 0.9230
High 0.9140 0.9109 -0.0031 -0.3% 0.9230
Low 0.9089 0.9109 0.0020 0.2% 0.9087
Close 0.9089 0.9109 0.0020 0.2% 0.9109
Range 0.0051 0.0000 -0.0051 -100.0% 0.0143
ATR 0.0034 0.0033 -0.0001 -2.9% 0.0000
Volume 3 8 5 166.7% 23
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9109 0.9109 0.9109
R3 0.9109 0.9109 0.9109
R2 0.9109 0.9109 0.9109
R1 0.9109 0.9109 0.9109 0.9109
PP 0.9109 0.9109 0.9109 0.9109
S1 0.9109 0.9109 0.9109 0.9109
S2 0.9109 0.9109 0.9109
S3 0.9109 0.9109 0.9109
S4 0.9109 0.9109 0.9109
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9571 0.9483 0.9188
R3 0.9428 0.9340 0.9148
R2 0.9285 0.9285 0.9135
R1 0.9197 0.9197 0.9122 0.9170
PP 0.9142 0.9142 0.9142 0.9128
S1 0.9054 0.9054 0.9096 0.9027
S2 0.8999 0.8999 0.9083
S3 0.8856 0.8911 0.9070
S4 0.8713 0.8768 0.9030
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% 15% False False 4
10 0.9241 0.9087 0.0154 1.7% 0.0019 0.2% 14% False False 3
20 0.9241 0.9087 0.0154 1.7% 0.0013 0.1% 14% False False 3
40 0.9284 0.9061 0.0223 2.4% 0.0010 0.1% 22% False False 3
60 0.9284 0.8750 0.0534 5.9% 0.0008 0.1% 67% False False 2
80 0.9284 0.8565 0.0719 7.9% 0.0009 0.1% 76% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9109
2.618 0.9109
1.618 0.9109
1.000 0.9109
0.618 0.9109
HIGH 0.9109
0.618 0.9109
0.500 0.9109
0.382 0.9109
LOW 0.9109
0.618 0.9109
1.000 0.9109
1.618 0.9109
2.618 0.9109
4.250 0.9109
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 0.9109 0.9114
PP 0.9109 0.9112
S1 0.9109 0.9111

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

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