CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 0.8775 0.8716 -0.0059 -0.7% 0.8643
High 0.8779 0.8777 -0.0002 0.0% 0.8822
Low 0.8650 0.8699 0.0049 0.6% 0.8613
Close 0.8730 0.8725 -0.0005 -0.1% 0.8725
Range 0.0129 0.0078 -0.0051 -39.5% 0.0209
ATR 0.0108 0.0106 -0.0002 -2.0% 0.0000
Volume 142,090 89,931 -52,159 -36.7% 621,157
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8968 0.8924 0.8768
R3 0.8890 0.8846 0.8746
R2 0.8812 0.8812 0.8739
R1 0.8768 0.8768 0.8732 0.8790
PP 0.8734 0.8734 0.8734 0.8745
S1 0.8690 0.8690 0.8718 0.8712
S2 0.8656 0.8656 0.8711
S3 0.8578 0.8612 0.8704
S4 0.8500 0.8534 0.8682
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9347 0.9245 0.8840
R3 0.9138 0.9036 0.8782
R2 0.8929 0.8929 0.8763
R1 0.8827 0.8827 0.8744 0.8878
PP 0.8720 0.8720 0.8720 0.8746
S1 0.8618 0.8618 0.8706 0.8669
S2 0.8511 0.8511 0.8687
S3 0.8302 0.8409 0.8668
S4 0.8093 0.8200 0.8610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8822 0.8613 0.0209 2.4% 0.0128 1.5% 54% False False 124,231
10 0.8858 0.8610 0.0248 2.8% 0.0124 1.4% 46% False False 131,251
20 0.8897 0.8598 0.0299 3.4% 0.0108 1.2% 42% False False 133,863
40 0.9338 0.8598 0.0740 8.5% 0.0092 1.0% 17% False False 92,807
60 0.9338 0.8598 0.0740 8.5% 0.0076 0.9% 17% False False 61,996
80 0.9394 0.8598 0.0796 9.1% 0.0067 0.8% 16% False False 46,534
100 0.9394 0.8598 0.0796 9.1% 0.0058 0.7% 16% False False 37,232
120 0.9394 0.8598 0.0796 9.1% 0.0050 0.6% 16% False False 31,027
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9109
2.618 0.8981
1.618 0.8903
1.000 0.8855
0.618 0.8825
HIGH 0.8777
0.618 0.8747
0.500 0.8738
0.382 0.8729
LOW 0.8699
0.618 0.8651
1.000 0.8621
1.618 0.8573
2.618 0.8495
4.250 0.8368
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 0.8738 0.8730
PP 0.8734 0.8728
S1 0.8729 0.8727

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

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