CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 0.8699 0.8687 -0.0012 -0.1% 0.8877
High 0.8702 0.8783 0.0081 0.9% 0.8897
Low 0.8617 0.8685 0.0068 0.8% 0.8698
Close 0.8680 0.8760 0.0080 0.9% 0.8710
Range 0.0085 0.0098 0.0013 15.3% 0.0199
ATR 0.0078 0.0080 0.0002 2.3% 0.0000
Volume 155,217 151,496 -3,721 -2.4% 647,553
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9037 0.8996 0.8814
R3 0.8939 0.8898 0.8787
R2 0.8841 0.8841 0.8778
R1 0.8800 0.8800 0.8769 0.8821
PP 0.8743 0.8743 0.8743 0.8753
S1 0.8702 0.8702 0.8751 0.8723
S2 0.8645 0.8645 0.8742
S3 0.8547 0.8604 0.8733
S4 0.8449 0.8506 0.8706
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9365 0.9237 0.8819
R3 0.9166 0.9038 0.8765
R2 0.8967 0.8967 0.8746
R1 0.8839 0.8839 0.8728 0.8804
PP 0.8768 0.8768 0.8768 0.8751
S1 0.8640 0.8640 0.8692 0.8605
S2 0.8569 0.8569 0.8674
S3 0.8370 0.8441 0.8655
S4 0.8171 0.8242 0.8601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8783 0.8617 0.0166 1.9% 0.0079 0.9% 86% True False 138,772
10 0.8941 0.8617 0.0324 3.7% 0.0083 0.9% 44% False False 135,234
20 0.9338 0.8617 0.0721 8.2% 0.0090 1.0% 20% False False 111,767
40 0.9338 0.8617 0.0721 8.2% 0.0069 0.8% 20% False False 56,523
60 0.9364 0.8617 0.0747 8.5% 0.0060 0.7% 19% False False 37,757
80 0.9394 0.8617 0.0777 8.9% 0.0054 0.6% 18% False False 28,337
100 0.9394 0.8617 0.0777 8.9% 0.0046 0.5% 18% False False 22,670
120 0.9394 0.8617 0.0777 8.9% 0.0039 0.4% 18% False False 18,892
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9200
2.618 0.9040
1.618 0.8942
1.000 0.8881
0.618 0.8844
HIGH 0.8783
0.618 0.8746
0.500 0.8734
0.382 0.8722
LOW 0.8685
0.618 0.8624
1.000 0.8587
1.618 0.8526
2.618 0.8428
4.250 0.8269
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 0.8751 0.8740
PP 0.8743 0.8720
S1 0.8734 0.8700

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

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