CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 0.8742 0.8716 -0.0026 -0.3% 0.8781
High 0.8742 0.8716 -0.0026 -0.3% 0.8781
Low 0.8742 0.8716 -0.0026 -0.3% 0.8716
Close 0.8742 0.8716 -0.0026 -0.3% 0.8716
Range
ATR 0.0039 0.0038 -0.0001 -2.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8716 0.8716 0.8716
R3 0.8716 0.8716 0.8716
R2 0.8716 0.8716 0.8716
R1 0.8716 0.8716 0.8716 0.8716
PP 0.8716 0.8716 0.8716 0.8716
S1 0.8716 0.8716 0.8716 0.8716
S2 0.8716 0.8716 0.8716
S3 0.8716 0.8716 0.8716
S4 0.8716 0.8716 0.8716
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8933 0.8889 0.8752
R3 0.8868 0.8824 0.8734
R2 0.8803 0.8803 0.8728
R1 0.8759 0.8759 0.8722 0.8749
PP 0.8738 0.8738 0.8738 0.8732
S1 0.8694 0.8694 0.8710 0.8684
S2 0.8673 0.8673 0.8704
S3 0.8608 0.8629 0.8698
S4 0.8543 0.8564 0.8680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8781 0.8716 0.0065 0.7% 0.0000 0.0% 0% False True 1
10 0.8804 0.8693 0.0111 1.3% 0.0001 0.0% 21% False False
20 0.8990 0.8693 0.0297 3.4% 0.0001 0.0% 8% False False
40 0.9335 0.8693 0.0642 7.4% 0.0000 0.0% 4% False False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8716
2.618 0.8716
1.618 0.8716
1.000 0.8716
0.618 0.8716
HIGH 0.8716
0.618 0.8716
0.500 0.8716
0.382 0.8716
LOW 0.8716
0.618 0.8716
1.000 0.8716
1.618 0.8716
2.618 0.8716
4.250 0.8716
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 0.8716 0.8745
PP 0.8716 0.8735
S1 0.8716 0.8726

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

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