CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 14-Apr-2014
Day Change Summary
Previous Current
11-Apr-2014 14-Apr-2014 Change Change % Previous Week
Open 0.9300 0.9283 -0.0017 -0.2% 0.9180
High 0.9307 0.9321 0.0014 0.2% 0.9355
Low 0.9266 0.9283 0.0017 0.2% 0.9155
Close 0.9298 0.9315 0.0017 0.2% 0.9298
Range 0.0041 0.0038 -0.0003 -7.3% 0.0200
ATR 0.0055 0.0054 -0.0001 -2.2% 0.0000
Volume 218 47 -171 -78.4% 977
Daily Pivots for day following 14-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9420 0.9406 0.9336
R3 0.9382 0.9368 0.9325
R2 0.9344 0.9344 0.9322
R1 0.9330 0.9330 0.9318 0.9337
PP 0.9306 0.9306 0.9306 0.9310
S1 0.9292 0.9292 0.9312 0.9299
S2 0.9268 0.9268 0.9308
S3 0.9230 0.9254 0.9305
S4 0.9192 0.9216 0.9294
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9869 0.9784 0.9408
R3 0.9669 0.9584 0.9353
R2 0.9469 0.9469 0.9335
R1 0.9384 0.9384 0.9316 0.9427
PP 0.9269 0.9269 0.9269 0.9291
S1 0.9184 0.9184 0.9280 0.9227
S2 0.9069 0.9069 0.9261
S3 0.8869 0.8984 0.9243
S4 0.8669 0.8784 0.9188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9355 0.9167 0.0188 2.0% 0.0062 0.7% 79% False False 169
10 0.9355 0.9107 0.0248 2.7% 0.0053 0.6% 84% False False 145
20 0.9355 0.8900 0.0455 4.9% 0.0054 0.6% 91% False False 105
40 0.9355 0.8813 0.0542 5.8% 0.0031 0.3% 93% False False 53
60 0.9355 0.8582 0.0773 8.3% 0.0023 0.2% 95% False False 36
80 0.9355 0.8582 0.0773 8.3% 0.0018 0.2% 95% False False 27
100 0.9355 0.8582 0.0773 8.3% 0.0015 0.2% 95% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9483
2.618 0.9420
1.618 0.9382
1.000 0.9359
0.618 0.9344
HIGH 0.9321
0.618 0.9306
0.500 0.9302
0.382 0.9298
LOW 0.9283
0.618 0.9260
1.000 0.9245
1.618 0.9222
2.618 0.9184
4.250 0.9122
Fisher Pivots for day following 14-Apr-2014
Pivot 1 day 3 day
R1 0.9311 0.9314
PP 0.9306 0.9312
S1 0.9302 0.9311

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

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