CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 0.9274 0.9296 0.0022 0.2% 0.9293
High 0.9326 0.9364 0.0038 0.4% 0.9317
Low 0.9274 0.9296 0.0022 0.2% 0.9238
Close 0.9298 0.9357 0.0059 0.6% 0.9303
Range 0.0052 0.0068 0.0016 30.8% 0.0079
ATR 0.0043 0.0044 0.0002 4.3% 0.0000
Volume 18 276 258 1,433.3% 984
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9543 0.9518 0.9394
R3 0.9475 0.9450 0.9376
R2 0.9407 0.9407 0.9369
R1 0.9382 0.9382 0.9363 0.9395
PP 0.9339 0.9339 0.9339 0.9345
S1 0.9314 0.9314 0.9351 0.9327
S2 0.9271 0.9271 0.9345
S3 0.9203 0.9246 0.9338
S4 0.9135 0.9178 0.9320
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 0.9364 0.9243 0.0121 1.3% 0.0050 0.5% 94% True False 131
10 0.9364 0.9238 0.0126 1.3% 0.0042 0.4% 94% True False 162
20 0.9394 0.9227 0.0167 1.8% 0.0040 0.4% 78% False False 136
40 0.9394 0.9095 0.0299 3.2% 0.0030 0.3% 88% False False 80
60 0.9394 0.9087 0.0307 3.3% 0.0024 0.3% 88% False False 55
80 0.9394 0.9061 0.0333 3.6% 0.0020 0.2% 89% False False 41
100 0.9394 0.8750 0.0644 6.9% 0.0017 0.2% 94% False False 34
120 0.9394 0.8565 0.0829 8.9% 0.0016 0.2% 96% False False 28
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 0.9653
2.618 0.9542
1.618 0.9474
1.000 0.9432
0.618 0.9406
HIGH 0.9364
0.618 0.9338
0.500 0.9330
0.382 0.9322
LOW 0.9296
0.618 0.9254
1.000 0.9228
1.618 0.9186
2.618 0.9118
4.250 0.9007
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 0.9348 0.9344
PP 0.9339 0.9332
S1 0.9330 0.9319

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

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