CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 0.9325 0.9300 -0.0025 -0.3% 0.9320
High 0.9327 0.9323 -0.0004 0.0% 0.9327
Low 0.9303 0.9284 -0.0019 -0.2% 0.9248
Close 0.9313 0.9317 0.0004 0.0% 0.9313
Range 0.0024 0.0039 0.0015 62.5% 0.0079
ATR 0.0037 0.0037 0.0000 0.4% 0.0000
Volume 25 9 -16 -64.0% 285
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9425 0.9410 0.9338
R3 0.9386 0.9371 0.9328
R2 0.9347 0.9347 0.9324
R1 0.9332 0.9332 0.9321 0.9340
PP 0.9308 0.9308 0.9308 0.9312
S1 0.9293 0.9293 0.9313 0.9301
S2 0.9269 0.9269 0.9310
S3 0.9230 0.9254 0.9306
S4 0.9191 0.9215 0.9296
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9533 0.9502 0.9356
R3 0.9454 0.9423 0.9335
R2 0.9375 0.9375 0.9327
R1 0.9344 0.9344 0.9320 0.9320
PP 0.9296 0.9296 0.9296 0.9284
S1 0.9265 0.9265 0.9306 0.9241
S2 0.9217 0.9217 0.9299
S3 0.9138 0.9186 0.9291
S4 0.9059 0.9107 0.9270
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% 0.0025 0.3% 87% False False 21
10 0.9327 0.9217 0.0110 1.2% 0.0032 0.3% 91% False False 40
20 0.9327 0.9133 0.0194 2.1% 0.0024 0.3% 95% False False 27
40 0.9327 0.9087 0.0240 2.6% 0.0018 0.2% 96% False False 15
60 0.9327 0.9087 0.0240 2.6% 0.0015 0.2% 96% False False 11
80 0.9327 0.8802 0.0525 5.6% 0.0012 0.1% 98% False False 8
100 0.9327 0.8750 0.0577 6.2% 0.0011 0.1% 98% False False 7
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9489
2.618 0.9425
1.618 0.9386
1.000 0.9362
0.618 0.9347
HIGH 0.9323
0.618 0.9308
0.500 0.9304
0.382 0.9299
LOW 0.9284
0.618 0.9260
1.000 0.9245
1.618 0.9221
2.618 0.9182
4.250 0.9118
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 0.9313 0.9313
PP 0.9308 0.9309
S1 0.9304 0.9306

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

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