CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 0.9030 0.8901 -0.0129 -1.4% 0.9303
High 0.9030 0.8942 -0.0088 -1.0% 0.9310
Low 0.8896 0.8873 -0.0023 -0.3% 0.8970
Close 0.8948 0.8923 -0.0025 -0.3% 0.8983
Range 0.0134 0.0069 -0.0065 -48.5% 0.0340
ATR 0.0075 0.0075 0.0000 0.0% 0.0000
Volume 160,218 125,637 -34,581 -21.6% 346,253
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9120 0.9090 0.8961
R3 0.9051 0.9021 0.8942
R2 0.8982 0.8982 0.8936
R1 0.8952 0.8952 0.8929 0.8967
PP 0.8913 0.8913 0.8913 0.8920
S1 0.8883 0.8883 0.8917 0.8898
S2 0.8844 0.8844 0.8910
S3 0.8775 0.8814 0.8904
S4 0.8706 0.8745 0.8885
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 0.9055 0.8873 0.0182 2.0% 0.0094 1.1% 27% False True 130,301
10 0.9338 0.8873 0.0465 5.2% 0.0097 1.1% 11% False True 88,300
20 0.9338 0.8873 0.0465 5.2% 0.0075 0.8% 11% False True 45,235
40 0.9361 0.8873 0.0488 5.5% 0.0059 0.7% 10% False True 22,786
60 0.9394 0.8873 0.0521 5.8% 0.0053 0.6% 10% False True 15,236
80 0.9394 0.8873 0.0521 5.8% 0.0044 0.5% 10% False True 11,433
100 0.9394 0.8873 0.0521 5.8% 0.0038 0.4% 10% False True 9,147
120 0.9394 0.8873 0.0521 5.8% 0.0033 0.4% 10% False True 7,623
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9235
2.618 0.9123
1.618 0.9054
1.000 0.9011
0.618 0.8985
HIGH 0.8942
0.618 0.8916
0.500 0.8908
0.382 0.8899
LOW 0.8873
0.618 0.8830
1.000 0.8804
1.618 0.8761
2.618 0.8692
4.250 0.8580
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 0.8918 0.8964
PP 0.8913 0.8950
S1 0.8908 0.8937

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

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