CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 0.8744 0.8733 -0.0011 -0.1% 0.8643
High 0.8782 0.8775 -0.0007 -0.1% 0.8822
Low 0.8709 0.8717 0.0008 0.1% 0.8613
Close 0.8747 0.8725 -0.0022 -0.3% 0.8725
Range 0.0073 0.0058 -0.0015 -20.5% 0.0209
ATR 0.0098 0.0095 -0.0003 -2.9% 0.0000
Volume 81,606 90,022 8,416 10.3% 621,157
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8913 0.8877 0.8757
R3 0.8855 0.8819 0.8741
R2 0.8797 0.8797 0.8736
R1 0.8761 0.8761 0.8730 0.8750
PP 0.8739 0.8739 0.8739 0.8734
S1 0.8703 0.8703 0.8720 0.8692
S2 0.8681 0.8681 0.8714
S3 0.8623 0.8645 0.8709
S4 0.8565 0.8587 0.8693
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 0.8798 0.8699 0.0099 1.1% 0.0067 0.8% 26% False False 81,571
10 0.8822 0.8613 0.0209 2.4% 0.0101 1.2% 54% False False 106,319
20 0.8858 0.8598 0.0260 3.0% 0.0103 1.2% 49% False False 123,400
40 0.9338 0.8598 0.0740 8.5% 0.0094 1.1% 17% False False 100,655
60 0.9338 0.8598 0.0740 8.5% 0.0078 0.9% 17% False False 67,287
80 0.9376 0.8598 0.0778 8.9% 0.0068 0.8% 16% False False 50,507
100 0.9394 0.8598 0.0796 9.1% 0.0060 0.7% 16% False False 40,411
120 0.9394 0.8598 0.0796 9.1% 0.0052 0.6% 16% False False 33,676
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9022
2.618 0.8927
1.618 0.8869
1.000 0.8833
0.618 0.8811
HIGH 0.8775
0.618 0.8753
0.500 0.8746
0.382 0.8739
LOW 0.8717
0.618 0.8681
1.000 0.8659
1.618 0.8623
2.618 0.8565
4.250 0.8471
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 0.8746 0.8754
PP 0.8739 0.8744
S1 0.8732 0.8735

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

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