CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 0.8940 0.9003 0.0063 0.7% 0.8902
High 0.8976 0.9019 0.0043 0.5% 0.8945
Low 0.8940 0.8998 0.0058 0.6% 0.8857
Close 0.8976 0.9013 0.0037 0.4% 0.8913
Range 0.0036 0.0021 -0.0015 -41.7% 0.0088
ATR 0.0043 0.0043 0.0000 0.1% 0.0000
Volume 7 2 -5 -71.4% 14
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9073 0.9064 0.9025
R3 0.9052 0.9043 0.9019
R2 0.9031 0.9031 0.9017
R1 0.9022 0.9022 0.9015 0.9027
PP 0.9010 0.9010 0.9010 0.9012
S1 0.9001 0.9001 0.9011 0.9006
S2 0.8989 0.8989 0.9009
S3 0.8968 0.8980 0.9007
S4 0.8947 0.8959 0.9001
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9169 0.9129 0.8961
R3 0.9081 0.9041 0.8937
R2 0.8993 0.8993 0.8929
R1 0.8953 0.8953 0.8921 0.8973
PP 0.8905 0.8905 0.8905 0.8915
S1 0.8865 0.8865 0.8905 0.8885
S2 0.8817 0.8817 0.8897
S3 0.8729 0.8777 0.8889
S4 0.8641 0.8689 0.8865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9019 0.8860 0.0159 1.8% 0.0027 0.3% 96% True False 3
10 0.9019 0.8857 0.0162 1.8% 0.0019 0.2% 96% True False 2
20 0.9019 0.8813 0.0206 2.3% 0.0010 0.1% 97% True False 2
40 0.9019 0.8582 0.0437 4.8% 0.0008 0.1% 99% True False 1
60 0.9019 0.8582 0.0437 4.8% 0.0007 0.1% 99% True False 1
80 0.9146 0.8582 0.0564 6.3% 0.0005 0.1% 76% False False 1
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9108
2.618 0.9074
1.618 0.9053
1.000 0.9040
0.618 0.9032
HIGH 0.9019
0.618 0.9011
0.500 0.9009
0.382 0.9006
LOW 0.8998
0.618 0.8985
1.000 0.8977
1.618 0.8964
2.618 0.8943
4.250 0.8909
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 0.9012 0.8996
PP 0.9010 0.8978
S1 0.9009 0.8961

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

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