CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 0.9324 0.9376 0.0052 0.6% 0.9320
High 0.9394 0.9376 -0.0018 -0.2% 0.9327
Low 0.9309 0.9327 0.0018 0.2% 0.9248
Close 0.9386 0.9330 -0.0056 -0.6% 0.9313
Range 0.0085 0.0049 -0.0036 -42.4% 0.0079
ATR 0.0041 0.0042 0.0001 3.2% 0.0000
Volume 33 90 57 172.7% 285
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9491 0.9460 0.9357
R3 0.9442 0.9411 0.9343
R2 0.9393 0.9393 0.9339
R1 0.9362 0.9362 0.9334 0.9353
PP 0.9344 0.9344 0.9344 0.9340
S1 0.9313 0.9313 0.9326 0.9304
S2 0.9295 0.9295 0.9321
S3 0.9246 0.9264 0.9317
S4 0.9197 0.9215 0.9303
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 0.9284 0.0110 1.2% 0.0041 0.4% 42% False False 34
10 0.9394 0.9248 0.0146 1.6% 0.0034 0.4% 56% False False 47
20 0.9394 0.9207 0.0187 2.0% 0.0030 0.3% 66% False False 33
40 0.9394 0.9087 0.0307 3.3% 0.0021 0.2% 79% False False 18
60 0.9394 0.9087 0.0307 3.3% 0.0017 0.2% 79% False False 13
80 0.9394 0.8802 0.0592 6.3% 0.0014 0.2% 89% False False 10
100 0.9394 0.8750 0.0644 6.9% 0.0012 0.1% 90% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9584
2.618 0.9504
1.618 0.9455
1.000 0.9425
0.618 0.9406
HIGH 0.9376
0.618 0.9357
0.500 0.9352
0.382 0.9346
LOW 0.9327
0.618 0.9297
1.000 0.9278
1.618 0.9248
2.618 0.9199
4.250 0.9119
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 0.9352 0.9339
PP 0.9344 0.9336
S1 0.9337 0.9333

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

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