CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 0.9244 0.9291 0.0047 0.5% 0.9293
High 0.9317 0.9291 -0.0026 -0.3% 0.9317
Low 0.9243 0.9278 0.0035 0.4% 0.9238
Close 0.9303 0.9286 -0.0017 -0.2% 0.9303
Range 0.0074 0.0013 -0.0061 -82.4% 0.0079
ATR 0.0043 0.0042 -0.0001 -3.0% 0.0000
Volume 131 92 -39 -29.8% 984
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9324 0.9318 0.9293
R3 0.9311 0.9305 0.9290
R2 0.9298 0.9298 0.9288
R1 0.9292 0.9292 0.9287 0.9289
PP 0.9285 0.9285 0.9285 0.9283
S1 0.9279 0.9279 0.9285 0.9276
S2 0.9272 0.9272 0.9284
S3 0.9259 0.9266 0.9282
S4 0.9246 0.9253 0.9279
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9523 0.9492 0.9346
R3 0.9444 0.9413 0.9325
R2 0.9365 0.9365 0.9317
R1 0.9334 0.9334 0.9310 0.9350
PP 0.9286 0.9286 0.9286 0.9294
S1 0.9255 0.9255 0.9296 0.9271
S2 0.9207 0.9207 0.9289
S3 0.9128 0.9176 0.9281
S4 0.9049 0.9097 0.9260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9317 0.9238 0.0079 0.9% 0.0041 0.4% 61% False False 196
10 0.9325 0.9238 0.0087 0.9% 0.0035 0.4% 55% False False 185
20 0.9394 0.9227 0.0167 1.8% 0.0036 0.4% 35% False False 133
40 0.9394 0.9095 0.0299 3.2% 0.0027 0.3% 64% False False 73
60 0.9394 0.9087 0.0307 3.3% 0.0023 0.2% 65% False False 50
80 0.9394 0.9061 0.0333 3.6% 0.0019 0.2% 68% False False 38
100 0.9394 0.8750 0.0644 6.9% 0.0016 0.2% 83% False False 31
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9346
2.618 0.9325
1.618 0.9312
1.000 0.9304
0.618 0.9299
HIGH 0.9291
0.618 0.9286
0.500 0.9285
0.382 0.9283
LOW 0.9278
0.618 0.9270
1.000 0.9265
1.618 0.9257
2.618 0.9244
4.250 0.9223
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 0.9286 0.9284
PP 0.9285 0.9282
S1 0.9285 0.9280

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

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