CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 0.9223 0.9282 0.0059 0.6% 0.9234
High 0.9276 0.9310 0.0034 0.4% 0.9305
Low 0.9217 0.9282 0.0065 0.7% 0.9228
Close 0.9244 0.9286 0.0042 0.5% 0.9279
Range 0.0059 0.0028 -0.0031 -52.5% 0.0077
ATR 0.0036 0.0038 0.0002 5.8% 0.0000
Volume 32 35 3 9.4% 112
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9377 0.9359 0.9301
R3 0.9349 0.9331 0.9294
R2 0.9321 0.9321 0.9291
R1 0.9303 0.9303 0.9289 0.9312
PP 0.9293 0.9293 0.9293 0.9297
S1 0.9275 0.9275 0.9283 0.9284
S2 0.9265 0.9265 0.9281
S3 0.9237 0.9247 0.9278
S4 0.9209 0.9219 0.9271
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 0.9310 0.9217 0.0093 1.0% 0.0033 0.4% 74% True False 28
10 0.9310 0.9207 0.0103 1.1% 0.0028 0.3% 77% True False 21
20 0.9310 0.9089 0.0221 2.4% 0.0019 0.2% 89% True False 12
40 0.9310 0.9087 0.0223 2.4% 0.0015 0.2% 89% True False 8
60 0.9310 0.9061 0.0249 2.7% 0.0013 0.1% 90% True False 6
80 0.9310 0.8750 0.0560 6.0% 0.0010 0.1% 96% True False 5
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 0.9429
2.618 0.9383
1.618 0.9355
1.000 0.9338
0.618 0.9327
HIGH 0.9310
0.618 0.9299
0.500 0.9296
0.382 0.9293
LOW 0.9282
0.618 0.9265
1.000 0.9254
1.618 0.9237
2.618 0.9209
4.250 0.9163
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 0.9296 0.9279
PP 0.9293 0.9271
S1 0.9289 0.9264

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

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