CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 0.9102 0.9045 -0.0057 -0.6% 0.9303
High 0.9156 0.9048 -0.0108 -1.2% 0.9310
Low 0.9028 0.8970 -0.0058 -0.6% 0.8970
Close 0.9035 0.8983 -0.0052 -0.6% 0.8983
Range 0.0128 0.0078 -0.0050 -39.1% 0.0340
ATR 0.0066 0.0066 0.0001 1.4% 0.0000
Volume 77,573 122,227 44,654 57.6% 346,253
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9234 0.9187 0.9026
R3 0.9156 0.9109 0.9004
R2 0.9078 0.9078 0.8997
R1 0.9031 0.9031 0.8990 0.9016
PP 0.9000 0.9000 0.9000 0.8993
S1 0.8953 0.8953 0.8976 0.8938
S2 0.8922 0.8922 0.8969
S3 0.8844 0.8875 0.8962
S4 0.8766 0.8797 0.8940
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0108 0.9885 0.9170
R3 0.9768 0.9545 0.9077
R2 0.9428 0.9428 0.9045
R1 0.9205 0.9205 0.9014 0.9147
PP 0.9088 0.9088 0.9088 0.9058
S1 0.8865 0.8865 0.8952 0.8807
S2 0.8748 0.8748 0.8921
S3 0.8408 0.8525 0.8890
S4 0.8068 0.8185 0.8796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9310 0.8970 0.0340 3.8% 0.0101 1.1% 4% False True 69,250
10 0.9338 0.8970 0.0368 4.1% 0.0083 0.9% 4% False True 36,950
20 0.9338 0.8970 0.0368 4.1% 0.0062 0.7% 4% False True 18,844
40 0.9364 0.8970 0.0394 4.4% 0.0054 0.6% 3% False True 9,567
60 0.9394 0.8970 0.0424 4.7% 0.0048 0.5% 3% False True 6,420
80 0.9394 0.8970 0.0424 4.7% 0.0040 0.4% 3% False True 4,817
100 0.9394 0.8970 0.0424 4.7% 0.0035 0.4% 3% False True 3,854
120 0.9394 0.8970 0.0424 4.7% 0.0030 0.3% 3% False True 3,212
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9380
2.618 0.9252
1.618 0.9174
1.000 0.9126
0.618 0.9096
HIGH 0.9048
0.618 0.9018
0.500 0.9009
0.382 0.9000
LOW 0.8970
0.618 0.8922
1.000 0.8892
1.618 0.8844
2.618 0.8766
4.250 0.8639
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 0.9009 0.9063
PP 0.9000 0.9036
S1 0.8992 0.9010

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

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