CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 0.9189 0.9199 0.0010 0.1% 0.9242
High 0.9211 0.9226 0.0015 0.2% 0.9282
Low 0.9166 0.9175 0.0009 0.1% 0.9164
Close 0.9209 0.9186 -0.0023 -0.2% 0.9181
Range 0.0045 0.0051 0.0006 13.3% 0.0118
ATR 0.0054 0.0053 0.0000 -0.3% 0.0000
Volume 120 216 96 80.0% 651
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 0.9349 0.9318 0.9214
R3 0.9298 0.9267 0.9200
R2 0.9247 0.9247 0.9195
R1 0.9216 0.9216 0.9191 0.9206
PP 0.9196 0.9196 0.9196 0.9191
S1 0.9165 0.9165 0.9181 0.9155
S2 0.9145 0.9145 0.9177
S3 0.9094 0.9114 0.9172
S4 0.9043 0.9063 0.9158
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9563 0.9490 0.9246
R3 0.9445 0.9372 0.9213
R2 0.9327 0.9327 0.9203
R1 0.9254 0.9254 0.9192 0.9232
PP 0.9209 0.9209 0.9209 0.9198
S1 0.9136 0.9136 0.9170 0.9114
S2 0.9091 0.9091 0.9159
S3 0.8973 0.9018 0.9149
S4 0.8855 0.8900 0.9116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9226 0.9149 0.0077 0.8% 0.0048 0.5% 48% True False 162
10 0.9295 0.9149 0.0146 1.6% 0.0049 0.5% 25% False False 146
20 0.9355 0.9107 0.0248 2.7% 0.0054 0.6% 32% False False 153
40 0.9355 0.8857 0.0498 5.4% 0.0047 0.5% 66% False False 98
60 0.9355 0.8776 0.0579 6.3% 0.0032 0.3% 71% False False 65
80 0.9355 0.8582 0.0773 8.4% 0.0025 0.3% 78% False False 49
100 0.9355 0.8582 0.0773 8.4% 0.0021 0.2% 78% False False 39
120 0.9355 0.8582 0.0773 8.4% 0.0017 0.2% 78% False False 33
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9443
2.618 0.9360
1.618 0.9309
1.000 0.9277
0.618 0.9258
HIGH 0.9226
0.618 0.9207
0.500 0.9201
0.382 0.9194
LOW 0.9175
0.618 0.9143
1.000 0.9124
1.618 0.9092
2.618 0.9041
4.250 0.8958
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 0.9201 0.9188
PP 0.9196 0.9187
S1 0.9191 0.9187

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

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