CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 0.9167 0.9246 0.0079 0.9% 0.9140
High 0.9263 0.9295 0.0032 0.3% 0.9201
Low 0.9167 0.9239 0.0072 0.8% 0.9107
Close 0.9255 0.9293 0.0038 0.4% 0.9183
Range 0.0096 0.0056 -0.0040 -41.7% 0.0094
ATR 0.0053 0.0053 0.0000 0.5% 0.0000
Volume 112 288 176 157.1% 508
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9444 0.9424 0.9324
R3 0.9388 0.9368 0.9308
R2 0.9332 0.9332 0.9303
R1 0.9312 0.9312 0.9298 0.9322
PP 0.9276 0.9276 0.9276 0.9281
S1 0.9256 0.9256 0.9288 0.9266
S2 0.9220 0.9220 0.9283
S3 0.9164 0.9200 0.9278
S4 0.9108 0.9144 0.9262
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9446 0.9408 0.9235
R3 0.9352 0.9314 0.9209
R2 0.9258 0.9258 0.9200
R1 0.9220 0.9220 0.9192 0.9239
PP 0.9164 0.9164 0.9164 0.9173
S1 0.9126 0.9126 0.9174 0.9145
S2 0.9070 0.9070 0.9166
S3 0.8976 0.9032 0.9157
S4 0.8882 0.8938 0.9131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9295 0.9107 0.0188 2.0% 0.0059 0.6% 99% True False 166
10 0.9295 0.9107 0.0188 2.0% 0.0053 0.6% 99% True False 143
20 0.9295 0.8900 0.0395 4.3% 0.0051 0.5% 99% True False 83
40 0.9295 0.8813 0.0482 5.2% 0.0027 0.3% 100% True False 42
60 0.9295 0.8582 0.0713 7.7% 0.0021 0.2% 100% True False 28
80 0.9295 0.8582 0.0713 7.7% 0.0016 0.2% 100% True False 21
100 0.9295 0.8582 0.0713 7.7% 0.0013 0.1% 100% True False 17
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9533
2.618 0.9442
1.618 0.9386
1.000 0.9351
0.618 0.9330
HIGH 0.9295
0.618 0.9274
0.500 0.9267
0.382 0.9260
LOW 0.9239
0.618 0.9204
1.000 0.9183
1.618 0.9148
2.618 0.9092
4.250 0.9001
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 0.9284 0.9270
PP 0.9276 0.9248
S1 0.9267 0.9225

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

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