CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 25-Mar-2014
Day Change Summary
Previous Current
24-Mar-2014 25-Mar-2014 Change Change % Previous Week
Open 0.8949 0.9018 0.0069 0.8% 0.8940
High 0.9031 0.9057 0.0026 0.3% 0.9019
Low 0.8949 0.9018 0.0069 0.8% 0.8900
Close 0.9020 0.9057 0.0037 0.4% 0.8980
Range 0.0082 0.0039 -0.0043 -52.4% 0.0119
ATR 0.0049 0.0048 -0.0001 -1.4% 0.0000
Volume 32 61 29 90.6% 70
Daily Pivots for day following 25-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9161 0.9148 0.9078
R3 0.9122 0.9109 0.9068
R2 0.9083 0.9083 0.9064
R1 0.9070 0.9070 0.9061 0.9077
PP 0.9044 0.9044 0.9044 0.9047
S1 0.9031 0.9031 0.9053 0.9038
S2 0.9005 0.9005 0.9050
S3 0.8966 0.8992 0.9046
S4 0.8927 0.8953 0.9036
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 0.9057 0.8900 0.0157 1.7% 0.0057 0.6% 100% True False 30
10 0.9057 0.8860 0.0197 2.2% 0.0042 0.5% 100% True False 17
20 0.9057 0.8813 0.0244 2.7% 0.0024 0.3% 100% True False 9
40 0.9057 0.8615 0.0442 4.9% 0.0014 0.2% 100% True False 5
60 0.9057 0.8582 0.0475 5.2% 0.0011 0.1% 100% True False 3
80 0.9057 0.8582 0.0475 5.2% 0.0009 0.1% 100% True False 3
100 0.9335 0.8582 0.0753 8.3% 0.0007 0.1% 63% False False 2
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9223
2.618 0.9159
1.618 0.9120
1.000 0.9096
0.618 0.9081
HIGH 0.9057
0.618 0.9042
0.500 0.9038
0.382 0.9033
LOW 0.9018
0.618 0.8994
1.000 0.8979
1.618 0.8955
2.618 0.8916
4.250 0.8852
Fisher Pivots for day following 25-Mar-2014
Pivot 1 day 3 day
R1 0.9051 0.9037
PP 0.9044 0.9017
S1 0.9038 0.8998

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

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