CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 0.9216 0.9142 -0.0074 -0.8% 0.9263
High 0.9226 0.9155 -0.0071 -0.8% 0.9338
Low 0.9126 0.9050 -0.0076 -0.8% 0.9197
Close 0.9133 0.9095 -0.0038 -0.4% 0.9312
Range 0.0100 0.0105 0.0005 5.0% 0.0141
ATR 0.0057 0.0061 0.0003 5.9% 0.0000
Volume 60,238 68,437 8,199 13.6% 21,859
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9415 0.9360 0.9153
R3 0.9310 0.9255 0.9124
R2 0.9205 0.9205 0.9114
R1 0.9150 0.9150 0.9105 0.9125
PP 0.9100 0.9100 0.9100 0.9088
S1 0.9045 0.9045 0.9085 0.9020
S2 0.8995 0.8995 0.9076
S3 0.8890 0.8940 0.9066
S4 0.8785 0.8835 0.9037
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9705 0.9650 0.9390
R3 0.9564 0.9509 0.9351
R2 0.9423 0.9423 0.9338
R1 0.9368 0.9368 0.9325 0.9396
PP 0.9282 0.9282 0.9282 0.9296
S1 0.9227 0.9227 0.9299 0.9255
S2 0.9141 0.9141 0.9286
S3 0.9000 0.9086 0.9273
S4 0.8859 0.8945 0.9234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9338 0.9050 0.0288 3.2% 0.0086 0.9% 16% False True 31,815
10 0.9338 0.9050 0.0288 3.2% 0.0071 0.8% 16% False True 17,186
20 0.9338 0.9050 0.0288 3.2% 0.0057 0.6% 16% False True 8,890
40 0.9364 0.9050 0.0314 3.5% 0.0051 0.6% 14% False True 4,579
60 0.9394 0.9050 0.0344 3.8% 0.0046 0.5% 13% False True 3,090
80 0.9394 0.9050 0.0344 3.8% 0.0039 0.4% 13% False True 2,320
100 0.9394 0.9050 0.0344 3.8% 0.0033 0.4% 13% False True 1,856
120 0.9394 0.8924 0.0470 5.2% 0.0028 0.3% 36% False False 1,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 151 trading days
Fibonacci Retracements and Extensions
4.250 0.9601
2.618 0.9430
1.618 0.9325
1.000 0.9260
0.618 0.9220
HIGH 0.9155
0.618 0.9115
0.500 0.9103
0.382 0.9090
LOW 0.9050
0.618 0.8985
1.000 0.8945
1.618 0.8880
2.618 0.8775
4.250 0.8604
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 0.9103 0.9180
PP 0.9100 0.9152
S1 0.9098 0.9123

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

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