CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 0.9294 0.9320 0.0026 0.3% 0.9277
High 0.9294 0.9327 0.0033 0.4% 0.9310
Low 0.9269 0.9301 0.0032 0.3% 0.9217
Close 0.9271 0.9301 0.0030 0.3% 0.9271
Range 0.0025 0.0026 0.0001 4.0% 0.0093
ATR 0.0037 0.0039 0.0001 3.5% 0.0000
Volume 26 187 161 619.2% 128
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9388 0.9370 0.9315
R3 0.9362 0.9344 0.9308
R2 0.9336 0.9336 0.9306
R1 0.9318 0.9318 0.9303 0.9314
PP 0.9310 0.9310 0.9310 0.9308
S1 0.9292 0.9292 0.9299 0.9288
S2 0.9284 0.9284 0.9296
S3 0.9258 0.9266 0.9294
S4 0.9232 0.9240 0.9287
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9545 0.9501 0.9322
R3 0.9452 0.9408 0.9297
R2 0.9359 0.9359 0.9288
R1 0.9315 0.9315 0.9280 0.9291
PP 0.9266 0.9266 0.9266 0.9254
S1 0.9222 0.9222 0.9262 0.9198
S2 0.9173 0.9173 0.9254
S3 0.9080 0.9129 0.9245
S4 0.8987 0.9036 0.9220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9327 0.9217 0.0110 1.2% 0.0038 0.4% 76% True False 58
10 0.9327 0.9217 0.0110 1.2% 0.0030 0.3% 76% True False 41
20 0.9327 0.9095 0.0232 2.5% 0.0019 0.2% 89% True False 22
40 0.9327 0.9087 0.0240 2.6% 0.0016 0.2% 89% True False 13
60 0.9327 0.9061 0.0266 2.9% 0.0013 0.1% 90% True False 9
80 0.9327 0.8750 0.0577 6.2% 0.0011 0.1% 95% True False 7
100 0.9327 0.8565 0.0762 8.2% 0.0011 0.1% 97% True False 6
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 0.9438
2.618 0.9395
1.618 0.9369
1.000 0.9353
0.618 0.9343
HIGH 0.9327
0.618 0.9317
0.500 0.9314
0.382 0.9311
LOW 0.9301
0.618 0.9285
1.000 0.9275
1.618 0.9259
2.618 0.9233
4.250 0.9191
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 0.9314 0.9300
PP 0.9310 0.9299
S1 0.9305 0.9298

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

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