CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 0.9275 0.9243 -0.0032 -0.3% 0.9300
High 0.9284 0.9268 -0.0016 -0.2% 0.9394
Low 0.9227 0.9241 0.0014 0.2% 0.9227
Close 0.9251 0.9268 0.0017 0.2% 0.9251
Range 0.0057 0.0027 -0.0030 -52.6% 0.0167
ATR 0.0046 0.0045 -0.0001 -3.0% 0.0000
Volume 70 335 265 378.6% 202
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9340 0.9331 0.9283
R3 0.9313 0.9304 0.9275
R2 0.9286 0.9286 0.9273
R1 0.9277 0.9277 0.9270 0.9282
PP 0.9259 0.9259 0.9259 0.9261
S1 0.9250 0.9250 0.9266 0.9255
S2 0.9232 0.9232 0.9263
S3 0.9205 0.9223 0.9261
S4 0.9178 0.9196 0.9253
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9792 0.9688 0.9343
R3 0.9625 0.9521 0.9297
R2 0.9458 0.9458 0.9282
R1 0.9354 0.9354 0.9266 0.9323
PP 0.9291 0.9291 0.9291 0.9275
S1 0.9187 0.9187 0.9236 0.9156
S2 0.9124 0.9124 0.9220
S3 0.8957 0.9020 0.9205
S4 0.8790 0.8853 0.9159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9394 0.9227 0.0167 1.8% 0.0051 0.6% 25% False False 107
10 0.9394 0.9227 0.0167 1.8% 0.0037 0.4% 25% False False 82
20 0.9394 0.9217 0.0177 1.9% 0.0032 0.4% 29% False False 53
40 0.9394 0.9087 0.0307 3.3% 0.0023 0.2% 59% False False 28
60 0.9394 0.9087 0.0307 3.3% 0.0018 0.2% 59% False False 19
80 0.9394 0.8855 0.0539 5.8% 0.0015 0.2% 77% False False 15
100 0.9394 0.8750 0.0644 6.9% 0.0013 0.1% 80% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9383
2.618 0.9339
1.618 0.9312
1.000 0.9295
0.618 0.9285
HIGH 0.9268
0.618 0.9258
0.500 0.9255
0.382 0.9251
LOW 0.9241
0.618 0.9224
1.000 0.9214
1.618 0.9197
2.618 0.9170
4.250 0.9126
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 0.9264 0.9302
PP 0.9259 0.9290
S1 0.9255 0.9279

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

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