CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 0.8741 0.8729 -0.0012 -0.1% 0.8942
High 0.8741 0.8729 -0.0012 -0.1% 0.8990
Low 0.8741 0.8729 -0.0012 -0.1% 0.8777
Close 0.8741 0.8729 -0.0012 -0.1% 0.8804
Range
ATR 0.0045 0.0043 -0.0002 -5.2% 0.0000
Volume
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8729 0.8729 0.8729
R3 0.8729 0.8729 0.8729
R2 0.8729 0.8729 0.8729
R1 0.8729 0.8729 0.8729 0.8729
PP 0.8729 0.8729 0.8729 0.8729
S1 0.8729 0.8729 0.8729 0.8729
S2 0.8729 0.8729 0.8729
S3 0.8729 0.8729 0.8729
S4 0.8729 0.8729 0.8729
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9496 0.9363 0.8921
R3 0.9283 0.9150 0.8863
R2 0.9070 0.9070 0.8843
R1 0.8937 0.8937 0.8824 0.8897
PP 0.8857 0.8857 0.8857 0.8837
S1 0.8724 0.8724 0.8784 0.8684
S2 0.8644 0.8644 0.8765
S3 0.8431 0.8511 0.8745
S4 0.8218 0.8298 0.8687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8804 0.8729 0.0075 0.9% 0.0000 0.0% 0% False True
10 0.8990 0.8729 0.0261 3.0% 0.0000 0.0% 0% False True
20 0.9146 0.8729 0.0417 4.8% 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 0.8729
2.618 0.8729
1.618 0.8729
1.000 0.8729
0.618 0.8729
HIGH 0.8729
0.618 0.8729
0.500 0.8729
0.382 0.8729
LOW 0.8729
0.618 0.8729
1.000 0.8729
1.618 0.8729
2.618 0.8729
4.250 0.8729
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 0.8729 0.8760
PP 0.8729 0.8750
S1 0.8729 0.8739

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

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