CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 0.9142 0.9102 -0.0040 -0.4% 0.9263
High 0.9155 0.9156 0.0001 0.0% 0.9338
Low 0.9050 0.9028 -0.0022 -0.2% 0.9197
Close 0.9095 0.9035 -0.0060 -0.7% 0.9312
Range 0.0105 0.0128 0.0023 21.9% 0.0141
ATR 0.0061 0.0066 0.0005 7.9% 0.0000
Volume 68,437 77,573 9,136 13.3% 21,859
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9457 0.9374 0.9105
R3 0.9329 0.9246 0.9070
R2 0.9201 0.9201 0.9058
R1 0.9118 0.9118 0.9047 0.9096
PP 0.9073 0.9073 0.9073 0.9062
S1 0.8990 0.8990 0.9023 0.8968
S2 0.8945 0.8945 0.9012
S3 0.8817 0.8862 0.9000
S4 0.8689 0.8734 0.8965
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 0.9028 0.0310 3.4% 0.0099 1.1% 2% False True 46,299
10 0.9338 0.9028 0.0310 3.4% 0.0079 0.9% 2% False True 24,821
20 0.9338 0.9028 0.0310 3.4% 0.0060 0.7% 2% False True 12,757
40 0.9364 0.9028 0.0336 3.7% 0.0053 0.6% 2% False True 6,515
60 0.9394 0.9028 0.0366 4.1% 0.0047 0.5% 2% False True 4,383
80 0.9394 0.9028 0.0366 4.1% 0.0040 0.4% 2% False True 3,290
100 0.9394 0.9028 0.0366 4.1% 0.0034 0.4% 2% False True 2,632
120 0.9394 0.8964 0.0430 4.8% 0.0029 0.3% 17% False False 2,194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 152 trading days
Fibonacci Retracements and Extensions
4.250 0.9700
2.618 0.9491
1.618 0.9363
1.000 0.9284
0.618 0.9235
HIGH 0.9156
0.618 0.9107
0.500 0.9092
0.382 0.9077
LOW 0.9028
0.618 0.8949
1.000 0.8900
1.618 0.8821
2.618 0.8693
4.250 0.8484
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 0.9092 0.9127
PP 0.9073 0.9096
S1 0.9054 0.9066

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

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