CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 0.9018 0.9056 0.0038 0.4% 0.8940
High 0.9057 0.9132 0.0075 0.8% 0.9019
Low 0.9018 0.9049 0.0031 0.3% 0.8900
Close 0.9057 0.9119 0.0062 0.7% 0.8980
Range 0.0039 0.0083 0.0044 112.8% 0.0119
ATR 0.0048 0.0051 0.0002 5.2% 0.0000
Volume 61 79 18 29.5% 70
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9349 0.9317 0.9165
R3 0.9266 0.9234 0.9142
R2 0.9183 0.9183 0.9134
R1 0.9151 0.9151 0.9127 0.9167
PP 0.9100 0.9100 0.9100 0.9108
S1 0.9068 0.9068 0.9111 0.9084
S2 0.9017 0.9017 0.9104
S3 0.8934 0.8985 0.9096
S4 0.8851 0.8902 0.9073
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 0.9132 0.8900 0.0232 2.5% 0.0057 0.6% 94% True False 38
10 0.9132 0.8900 0.0232 2.5% 0.0048 0.5% 94% True False 24
20 0.9132 0.8813 0.0319 3.5% 0.0028 0.3% 96% True False 13
40 0.9132 0.8615 0.0517 5.7% 0.0016 0.2% 97% True False 7
60 0.9132 0.8582 0.0550 6.0% 0.0013 0.1% 98% True False 5
80 0.9132 0.8582 0.0550 6.0% 0.0010 0.1% 98% True False 4
100 0.9335 0.8582 0.0753 8.3% 0.0008 0.1% 71% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 105 trading days
Fibonacci Retracements and Extensions
4.250 0.9485
2.618 0.9349
1.618 0.9266
1.000 0.9215
0.618 0.9183
HIGH 0.9132
0.618 0.9100
0.500 0.9091
0.382 0.9081
LOW 0.9049
0.618 0.8998
1.000 0.8966
1.618 0.8915
2.618 0.8832
4.250 0.8696
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 0.9110 0.9093
PP 0.9100 0.9067
S1 0.9091 0.9041

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

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