CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 0.9248 0.9293 0.0045 0.5% 0.9277
High 0.9287 0.9301 0.0014 0.2% 0.9310
Low 0.9248 0.9293 0.0045 0.5% 0.9217
Close 0.9287 0.9297 0.0010 0.1% 0.9271
Range 0.0039 0.0008 -0.0031 -79.5% 0.0093
ATR 0.0039 0.0038 -0.0002 -4.6% 0.0000
Volume 16 13 -3 -18.8% 128
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9321 0.9317 0.9301
R3 0.9313 0.9309 0.9299
R2 0.9305 0.9305 0.9298
R1 0.9301 0.9301 0.9298 0.9303
PP 0.9297 0.9297 0.9297 0.9298
S1 0.9293 0.9293 0.9296 0.9295
S2 0.9289 0.9289 0.9296
S3 0.9281 0.9285 0.9295
S4 0.9273 0.9277 0.9293
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 0.9248 0.0079 0.8% 0.0023 0.2% 62% False False 57
10 0.9327 0.9217 0.0110 1.2% 0.0028 0.3% 73% False False 42
20 0.9327 0.9122 0.0205 2.2% 0.0022 0.2% 85% False False 25
40 0.9327 0.9087 0.0240 2.6% 0.0017 0.2% 88% False False 15
60 0.9327 0.9061 0.0266 2.9% 0.0014 0.2% 89% False False 10
80 0.9327 0.8802 0.0525 5.6% 0.0012 0.1% 94% False False 8
100 0.9327 0.8600 0.0727 7.8% 0.0011 0.1% 96% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9335
2.618 0.9322
1.618 0.9314
1.000 0.9309
0.618 0.9306
HIGH 0.9301
0.618 0.9298
0.500 0.9297
0.382 0.9296
LOW 0.9293
0.618 0.9288
1.000 0.9285
1.618 0.9280
2.618 0.9272
4.250 0.9259
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 0.9297 0.9290
PP 0.9297 0.9282
S1 0.9297 0.9275

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

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