CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 0.9235 0.9266 0.0031 0.3% 0.9245
High 0.9280 0.9303 0.0023 0.2% 0.9267
Low 0.9235 0.9265 0.0030 0.3% 0.9159
Close 0.9269 0.9286 0.0017 0.2% 0.9244
Range 0.0045 0.0038 -0.0007 -15.6% 0.0108
ATR 0.0044 0.0044 0.0000 -1.0% 0.0000
Volume 1,231 938 -293 -23.8% 3,354
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9399 0.9380 0.9307
R3 0.9361 0.9342 0.9296
R2 0.9323 0.9323 0.9293
R1 0.9304 0.9304 0.9289 0.9314
PP 0.9285 0.9285 0.9285 0.9289
S1 0.9266 0.9266 0.9283 0.9276
S2 0.9247 0.9247 0.9279
S3 0.9209 0.9228 0.9276
S4 0.9171 0.9190 0.9265
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9547 0.9504 0.9303
R3 0.9439 0.9396 0.9274
R2 0.9331 0.9331 0.9264
R1 0.9288 0.9288 0.9254 0.9256
PP 0.9223 0.9223 0.9223 0.9207
S1 0.9180 0.9180 0.9234 0.9148
S2 0.9115 0.9115 0.9224
S3 0.9007 0.9072 0.9214
S4 0.8899 0.8964 0.9185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9303 0.9200 0.0103 1.1% 0.0041 0.4% 83% True False 995
10 0.9303 0.9159 0.0144 1.6% 0.0042 0.4% 88% True False 738
20 0.9303 0.9159 0.0144 1.6% 0.0045 0.5% 88% True False 557
40 0.9364 0.9159 0.0205 2.2% 0.0042 0.5% 62% False False 380
60 0.9394 0.9159 0.0235 2.5% 0.0038 0.4% 54% False False 264
80 0.9394 0.9087 0.0307 3.3% 0.0032 0.3% 65% False False 199
100 0.9394 0.9087 0.0307 3.3% 0.0027 0.3% 65% False False 160
120 0.9394 0.8802 0.0592 6.4% 0.0023 0.3% 82% False False 133
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9465
2.618 0.9402
1.618 0.9364
1.000 0.9341
0.618 0.9326
HIGH 0.9303
0.618 0.9288
0.500 0.9284
0.382 0.9280
LOW 0.9265
0.618 0.9242
1.000 0.9227
1.618 0.9204
2.618 0.9166
4.250 0.9104
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 0.9285 0.9275
PP 0.9285 0.9263
S1 0.9284 0.9252

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

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