CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 0.8984 0.9045 0.0061 0.7% 0.8969
High 0.9048 0.9098 0.0050 0.6% 0.9084
Low 0.8981 0.8996 0.0015 0.2% 0.8943
Close 0.9035 0.9076 0.0041 0.5% 0.9035
Range 0.0067 0.0102 0.0035 52.2% 0.0141
ATR 0.0077 0.0079 0.0002 2.3% 0.0000
Volume 72,293 83,708 11,415 15.8% 380,236
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9363 0.9321 0.9132
R3 0.9261 0.9219 0.9104
R2 0.9159 0.9159 0.9095
R1 0.9117 0.9117 0.9085 0.9138
PP 0.9057 0.9057 0.9057 0.9067
S1 0.9015 0.9015 0.9067 0.9036
S2 0.8955 0.8955 0.9057
S3 0.8853 0.8913 0.9048
S4 0.8751 0.8811 0.9020
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9444 0.9380 0.9113
R3 0.9303 0.9239 0.9074
R2 0.9162 0.9162 0.9061
R1 0.9098 0.9098 0.9048 0.9130
PP 0.9021 0.9021 0.9021 0.9037
S1 0.8957 0.8957 0.9022 0.8989
S2 0.8880 0.8880 0.9009
S3 0.8739 0.8816 0.8996
S4 0.8598 0.8675 0.8957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9098 0.8943 0.0155 1.7% 0.0083 0.9% 86% True False 80,634
10 0.9098 0.8866 0.0232 2.6% 0.0083 0.9% 91% True False 71,289
20 0.9098 0.8829 0.0269 3.0% 0.0076 0.8% 92% True False 38,052
40 0.9098 0.8601 0.0497 5.5% 0.0079 0.9% 96% True False 19,232
60 0.9098 0.8586 0.0512 5.6% 0.0077 0.9% 96% True False 12,898
80 0.9098 0.8586 0.0512 5.6% 0.0068 0.7% 96% True False 9,676
100 0.9394 0.8586 0.0808 8.9% 0.0058 0.6% 61% False False 7,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9532
2.618 0.9365
1.618 0.9263
1.000 0.9200
0.618 0.9161
HIGH 0.9098
0.618 0.9059
0.500 0.9047
0.382 0.9035
LOW 0.8996
0.618 0.8933
1.000 0.8894
1.618 0.8831
2.618 0.8729
4.250 0.8563
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 0.9066 0.9058
PP 0.9057 0.9039
S1 0.9047 0.9021

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

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