CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 0.9320 0.9261 -0.0059 -0.6% 0.9277
High 0.9327 0.9270 -0.0057 -0.6% 0.9310
Low 0.9301 0.9254 -0.0047 -0.5% 0.9217
Close 0.9301 0.9264 -0.0037 -0.4% 0.9271
Range 0.0026 0.0016 -0.0010 -38.5% 0.0093
ATR 0.0039 0.0039 0.0001 1.5% 0.0000
Volume 187 44 -143 -76.5% 128
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9311 0.9303 0.9273
R3 0.9295 0.9287 0.9268
R2 0.9279 0.9279 0.9267
R1 0.9271 0.9271 0.9265 0.9275
PP 0.9263 0.9263 0.9263 0.9265
S1 0.9255 0.9255 0.9263 0.9259
S2 0.9247 0.9247 0.9261
S3 0.9231 0.9239 0.9260
S4 0.9215 0.9223 0.9255
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% 0.0031 0.3% 43% False False 64
10 0.9327 0.9217 0.0110 1.2% 0.0030 0.3% 43% False False 44
20 0.9327 0.9095 0.0232 2.5% 0.0020 0.2% 73% False False 24
40 0.9327 0.9087 0.0240 2.6% 0.0017 0.2% 74% False False 14
60 0.9327 0.9061 0.0266 2.9% 0.0013 0.1% 76% False False 10
80 0.9327 0.8750 0.0577 6.2% 0.0011 0.1% 89% False False 8
100 0.9327 0.8565 0.0762 8.2% 0.0011 0.1% 92% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9338
2.618 0.9312
1.618 0.9296
1.000 0.9286
0.618 0.9280
HIGH 0.9270
0.618 0.9264
0.500 0.9262
0.382 0.9260
LOW 0.9254
0.618 0.9244
1.000 0.9238
1.618 0.9228
2.618 0.9212
4.250 0.9186
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 0.9263 0.9291
PP 0.9263 0.9282
S1 0.9262 0.9273

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

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