CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 0.9272 0.9223 -0.0049 -0.5% 0.9234
High 0.9272 0.9276 0.0004 0.0% 0.9305
Low 0.9218 0.9217 -0.0001 0.0% 0.9228
Close 0.9220 0.9244 0.0024 0.3% 0.9279
Range 0.0054 0.0059 0.0005 9.3% 0.0077
ATR 0.0035 0.0036 0.0002 5.1% 0.0000
Volume 14 32 18 128.6% 112
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9423 0.9392 0.9276
R3 0.9364 0.9333 0.9260
R2 0.9305 0.9305 0.9255
R1 0.9274 0.9274 0.9249 0.9290
PP 0.9246 0.9246 0.9246 0.9253
S1 0.9215 0.9215 0.9239 0.9231
S2 0.9187 0.9187 0.9233
S3 0.9128 0.9156 0.9228
S4 0.9069 0.9097 0.9212
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9502 0.9467 0.9321
R3 0.9425 0.9390 0.9300
R2 0.9348 0.9348 0.9293
R1 0.9313 0.9313 0.9286 0.9331
PP 0.9271 0.9271 0.9271 0.9279
S1 0.9236 0.9236 0.9272 0.9254
S2 0.9194 0.9194 0.9265
S3 0.9117 0.9159 0.9258
S4 0.9040 0.9082 0.9237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9305 0.9217 0.0088 1.0% 0.0039 0.4% 31% False True 25
10 0.9305 0.9207 0.0098 1.1% 0.0025 0.3% 38% False False 18
20 0.9305 0.9087 0.0218 2.4% 0.0019 0.2% 72% False False 11
40 0.9305 0.9087 0.0218 2.4% 0.0015 0.2% 72% False False 7
60 0.9305 0.8993 0.0312 3.4% 0.0012 0.1% 80% False False 5
80 0.9305 0.8750 0.0555 6.0% 0.0010 0.1% 89% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9527
2.618 0.9430
1.618 0.9371
1.000 0.9335
0.618 0.9312
HIGH 0.9276
0.618 0.9253
0.500 0.9247
0.382 0.9240
LOW 0.9217
0.618 0.9181
1.000 0.9158
1.618 0.9122
2.618 0.9063
4.250 0.8966
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 0.9247 0.9248
PP 0.9246 0.9247
S1 0.9245 0.9245

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

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