CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 0.8906 0.8938 0.0032 0.4% 0.8940
High 0.8931 0.8989 0.0058 0.6% 0.9019
Low 0.8900 0.8938 0.0038 0.4% 0.8900
Close 0.8931 0.8980 0.0049 0.5% 0.8980
Range 0.0031 0.0051 0.0020 64.5% 0.0119
ATR 0.0045 0.0046 0.0001 2.0% 0.0000
Volume 11 9 -2 -18.2% 70
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9122 0.9102 0.9008
R3 0.9071 0.9051 0.8994
R2 0.9020 0.9020 0.8989
R1 0.9000 0.9000 0.8985 0.9010
PP 0.8969 0.8969 0.8969 0.8974
S1 0.8949 0.8949 0.8975 0.8959
S2 0.8918 0.8918 0.8971
S3 0.8867 0.8898 0.8966
S4 0.8816 0.8847 0.8952
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9323 0.9271 0.9045
R3 0.9204 0.9152 0.9013
R2 0.9085 0.9085 0.9002
R1 0.9033 0.9033 0.8991 0.9059
PP 0.8966 0.8966 0.8966 0.8980
S1 0.8914 0.8914 0.8969 0.8940
S2 0.8847 0.8847 0.8958
S3 0.8728 0.8795 0.8947
S4 0.8609 0.8676 0.8915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9019 0.8900 0.0119 1.3% 0.0044 0.5% 67% False False 14
10 0.9019 0.8857 0.0162 1.8% 0.0030 0.3% 76% False False 8
20 0.9019 0.8813 0.0206 2.3% 0.0018 0.2% 81% False False 4
40 0.9019 0.8582 0.0437 4.9% 0.0011 0.1% 91% False False 3
60 0.9019 0.8582 0.0437 4.9% 0.0009 0.1% 91% False False 2
80 0.9019 0.8582 0.0437 4.9% 0.0007 0.1% 91% False False 1
100 0.9379 0.8582 0.0797 8.9% 0.0006 0.1% 50% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9206
2.618 0.9123
1.618 0.9072
1.000 0.9040
0.618 0.9021
HIGH 0.8989
0.618 0.8970
0.500 0.8964
0.382 0.8957
LOW 0.8938
0.618 0.8906
1.000 0.8887
1.618 0.8855
2.618 0.8804
4.250 0.8721
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 0.8975 0.8971
PP 0.8969 0.8963
S1 0.8964 0.8954

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

View Archives - Comment on this page... - Back to Index of Symbols