CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 08-Apr-2014
Day Change Summary
Previous Current
07-Apr-2014 08-Apr-2014 Change Change % Previous Week
Open 0.9241 0.9224 -0.0017 -0.2% 0.9203
High 0.9250 0.9323 0.0073 0.8% 0.9262
Low 0.9209 0.9218 0.0009 0.1% 0.9160
Close 0.9226 0.9313 0.0087 0.9% 0.9241
Range 0.0041 0.0105 0.0064 156.1% 0.0102
ATR 0.0069 0.0071 0.0003 3.8% 0.0000
Volume 47,641 74,630 26,989 56.7% 326,750
Daily Pivots for day following 08-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9600 0.9561 0.9371
R3 0.9495 0.9456 0.9342
R2 0.9390 0.9390 0.9332
R1 0.9351 0.9351 0.9323 0.9371
PP 0.9285 0.9285 0.9285 0.9294
S1 0.9246 0.9246 0.9303 0.9266
S2 0.9180 0.9180 0.9294
S3 0.9075 0.9141 0.9284
S4 0.8970 0.9036 0.9255
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9527 0.9486 0.9297
R3 0.9425 0.9384 0.9269
R2 0.9323 0.9323 0.9260
R1 0.9282 0.9282 0.9250 0.9303
PP 0.9221 0.9221 0.9221 0.9231
S1 0.9180 0.9180 0.9232 0.9201
S2 0.9119 0.9119 0.9222
S3 0.9017 0.9078 0.9213
S4 0.8915 0.8976 0.9185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9323 0.9160 0.0163 1.8% 0.0063 0.7% 94% True False 63,061
10 0.9323 0.9104 0.0219 2.4% 0.0066 0.7% 95% True False 69,475
20 0.9323 0.8866 0.0457 4.9% 0.0073 0.8% 98% True False 72,534
40 0.9323 0.8829 0.0494 5.3% 0.0073 0.8% 98% True False 38,361
60 0.9323 0.8586 0.0737 7.9% 0.0078 0.8% 99% True False 25,679
80 0.9323 0.8586 0.0737 7.9% 0.0072 0.8% 99% True False 19,282
100 0.9323 0.8586 0.0737 7.9% 0.0064 0.7% 99% True False 15,426
120 0.9557 0.8586 0.0971 10.4% 0.0054 0.6% 75% False False 12,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9769
2.618 0.9598
1.618 0.9493
1.000 0.9428
0.618 0.9388
HIGH 0.9323
0.618 0.9283
0.500 0.9271
0.382 0.9258
LOW 0.9218
0.618 0.9153
1.000 0.9113
1.618 0.9048
2.618 0.8943
4.250 0.8772
Fisher Pivots for day following 08-Apr-2014
Pivot 1 day 3 day
R1 0.9299 0.9293
PP 0.9285 0.9273
S1 0.9271 0.9253

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

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