CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 0.9155 0.9109 -0.0046 -0.5% 0.9308
High 0.9155 0.9109 -0.0046 -0.5% 0.9335
Low 0.9155 0.9109 -0.0046 -0.5% 0.9184
Close 0.9155 0.9109 -0.0046 -0.5% 0.9184
Range
ATR 0.0000 0.0037 0.0037 0.0000
Volume
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9109 0.9109 0.9109
R3 0.9109 0.9109 0.9109
R2 0.9109 0.9109 0.9109
R1 0.9109 0.9109 0.9109 0.9109
PP 0.9109 0.9109 0.9109 0.9109
S1 0.9109 0.9109 0.9109 0.9109
S2 0.9109 0.9109 0.9109
S3 0.9109 0.9109 0.9109
S4 0.9109 0.9109 0.9109
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9687 0.9587 0.9267
R3 0.9536 0.9436 0.9226
R2 0.9385 0.9385 0.9212
R1 0.9285 0.9285 0.9198 0.9260
PP 0.9234 0.9234 0.9234 0.9222
S1 0.9134 0.9134 0.9170 0.9109
S2 0.9083 0.9083 0.9156
S3 0.8932 0.8983 0.9142
S4 0.8781 0.8832 0.9101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9335 0.9109 0.0226 2.5% 0.0000 0.0% 0% False True
10 0.9335 0.9109 0.0226 2.5% 0.0000 0.0% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9109
2.618 0.9109
1.618 0.9109
1.000 0.9109
0.618 0.9109
HIGH 0.9109
0.618 0.9109
0.500 0.9109
0.382 0.9109
LOW 0.9109
0.618 0.9109
1.000 0.9109
1.618 0.9109
2.618 0.9109
4.250 0.9109
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 0.9109 0.9147
PP 0.9109 0.9134
S1 0.9109 0.9122

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

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