CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 0.8790 0.8733 -0.0057 -0.6% 0.8631
High 0.8858 0.8745 -0.0113 -1.3% 0.8858
Low 0.8723 0.8641 -0.0082 -0.9% 0.8610
Close 0.8732 0.8668 -0.0064 -0.7% 0.8668
Range 0.0135 0.0104 -0.0031 -23.0% 0.0248
ATR 0.0095 0.0096 0.0001 0.6% 0.0000
Volume 147,307 124,108 -23,199 -15.7% 691,360
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8997 0.8936 0.8725
R3 0.8893 0.8832 0.8697
R2 0.8789 0.8789 0.8687
R1 0.8728 0.8728 0.8678 0.8707
PP 0.8685 0.8685 0.8685 0.8674
S1 0.8624 0.8624 0.8658 0.8603
S2 0.8581 0.8581 0.8649
S3 0.8477 0.8520 0.8639
S4 0.8373 0.8416 0.8611
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9456 0.9310 0.8804
R3 0.9208 0.9062 0.8736
R2 0.8960 0.8960 0.8713
R1 0.8814 0.8814 0.8691 0.8887
PP 0.8712 0.8712 0.8712 0.8749
S1 0.8566 0.8566 0.8645 0.8639
S2 0.8464 0.8464 0.8623
S3 0.8216 0.8318 0.8600
S4 0.7968 0.8070 0.8532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8858 0.8610 0.0248 2.9% 0.0119 1.4% 23% False False 138,272
10 0.8858 0.8598 0.0260 3.0% 0.0109 1.3% 27% False False 140,855
20 0.9055 0.8598 0.0457 5.3% 0.0099 1.1% 15% False False 135,834
40 0.9338 0.8598 0.0740 8.5% 0.0081 0.9% 9% False False 77,339
60 0.9364 0.8598 0.0766 8.8% 0.0069 0.8% 9% False False 51,656
80 0.9394 0.8598 0.0796 9.2% 0.0060 0.7% 9% False False 38,773
100 0.9394 0.8598 0.0796 9.2% 0.0052 0.6% 9% False False 31,021
120 0.9394 0.8598 0.0796 9.2% 0.0045 0.5% 9% False False 25,851
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 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9187
2.618 0.9017
1.618 0.8913
1.000 0.8849
0.618 0.8809
HIGH 0.8745
0.618 0.8705
0.500 0.8693
0.382 0.8681
LOW 0.8641
0.618 0.8577
1.000 0.8537
1.618 0.8473
2.618 0.8369
4.250 0.8199
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 0.8693 0.8750
PP 0.8685 0.8722
S1 0.8676 0.8695

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

View Archives - Comment on this page... - Back to Index of Symbols