CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 0.9300 0.9324 0.0024 0.3% 0.9320
High 0.9323 0.9394 0.0071 0.8% 0.9327
Low 0.9284 0.9309 0.0025 0.3% 0.9248
Close 0.9317 0.9386 0.0069 0.7% 0.9313
Range 0.0039 0.0085 0.0046 117.9% 0.0079
ATR 0.0037 0.0041 0.0003 9.2% 0.0000
Volume 9 33 24 266.7% 285
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9618 0.9587 0.9433
R3 0.9533 0.9502 0.9409
R2 0.9448 0.9448 0.9402
R1 0.9417 0.9417 0.9394 0.9433
PP 0.9363 0.9363 0.9363 0.9371
S1 0.9332 0.9332 0.9378 0.9348
S2 0.9278 0.9278 0.9370
S3 0.9193 0.9247 0.9363
S4 0.9108 0.9162 0.9339
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 0.9394 0.9248 0.0146 1.6% 0.0039 0.4% 95% True False 19
10 0.9394 0.9217 0.0177 1.9% 0.0035 0.4% 95% True False 42
20 0.9394 0.9145 0.0249 2.7% 0.0028 0.3% 97% True False 28
40 0.9394 0.9087 0.0307 3.3% 0.0020 0.2% 97% True False 16
60 0.9394 0.9087 0.0307 3.3% 0.0016 0.2% 97% True False 11
80 0.9394 0.8802 0.0592 6.3% 0.0013 0.1% 99% True False 9
100 0.9394 0.8750 0.0644 6.9% 0.0011 0.1% 99% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 0.9755
2.618 0.9617
1.618 0.9532
1.000 0.9479
0.618 0.9447
HIGH 0.9394
0.618 0.9362
0.500 0.9352
0.382 0.9341
LOW 0.9309
0.618 0.9256
1.000 0.9224
1.618 0.9171
2.618 0.9086
4.250 0.8948
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 0.9375 0.9370
PP 0.9363 0.9355
S1 0.9352 0.9339

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

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