CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 0.8979 0.9005 0.0026 0.3% 0.8813
High 0.8979 0.9005 0.0026 0.3% 0.9005
Low 0.8979 0.8952 -0.0027 -0.3% 0.8813
Close 0.8979 0.8952 -0.0027 -0.3% 0.8952
Range 0.0000 0.0053 0.0053 0.0192
ATR 0.0040 0.0041 0.0001 2.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9129 0.9093 0.8981
R3 0.9076 0.9040 0.8967
R2 0.9023 0.9023 0.8962
R1 0.8987 0.8987 0.8957 0.8979
PP 0.8970 0.8970 0.8970 0.8965
S1 0.8934 0.8934 0.8947 0.8926
S2 0.8917 0.8917 0.8942
S3 0.8864 0.8881 0.8937
S4 0.8811 0.8828 0.8923
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9499 0.9418 0.9058
R3 0.9307 0.9226 0.9005
R2 0.9115 0.9115 0.8987
R1 0.9034 0.9034 0.8970 0.9075
PP 0.8923 0.8923 0.8923 0.8944
S1 0.8842 0.8842 0.8934 0.8883
S2 0.8731 0.8731 0.8917
S3 0.8539 0.8650 0.8899
S4 0.8347 0.8458 0.8846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9005 0.8813 0.0192 2.1% 0.0011 0.1% 72% True False 1
10 0.9005 0.8813 0.0192 2.1% 0.0006 0.1% 72% True False 1
20 0.9005 0.8794 0.0211 2.4% 0.0005 0.1% 75% True False 1
40 0.9005 0.8582 0.0423 4.7% 0.0005 0.1% 87% True False 1
60 0.9005 0.8582 0.0423 4.7% 0.0005 0.1% 87% True False 1
80 0.9231 0.8582 0.0649 7.2% 0.0003 0.0% 57% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 0.9230
2.618 0.9144
1.618 0.9091
1.000 0.9058
0.618 0.9038
HIGH 0.9005
0.618 0.8985
0.500 0.8979
0.382 0.8972
LOW 0.8952
0.618 0.8919
1.000 0.8899
1.618 0.8866
2.618 0.8813
4.250 0.8727
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 0.8979 0.8947
PP 0.8970 0.8941
S1 0.8961 0.8936

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

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