CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 0.9199 0.9182 -0.0017 -0.2% 0.9191
High 0.9226 0.9192 -0.0034 -0.4% 0.9226
Low 0.9175 0.9120 -0.0055 -0.6% 0.9120
Close 0.9186 0.9183 -0.0003 0.0% 0.9183
Range 0.0051 0.0072 0.0021 41.2% 0.0106
ATR 0.0053 0.0055 0.0001 2.5% 0.0000
Volume 216 132 -84 -38.9% 827
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9381 0.9354 0.9223
R3 0.9309 0.9282 0.9203
R2 0.9237 0.9237 0.9196
R1 0.9210 0.9210 0.9190 0.9224
PP 0.9165 0.9165 0.9165 0.9172
S1 0.9138 0.9138 0.9176 0.9152
S2 0.9093 0.9093 0.9170
S3 0.9021 0.9066 0.9163
S4 0.8949 0.8994 0.9143
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9494 0.9445 0.9241
R3 0.9388 0.9339 0.9212
R2 0.9282 0.9282 0.9202
R1 0.9233 0.9233 0.9193 0.9205
PP 0.9176 0.9176 0.9176 0.9162
S1 0.9127 0.9127 0.9173 0.9099
S2 0.9070 0.9070 0.9164
S3 0.8964 0.9021 0.9154
S4 0.8858 0.8915 0.9125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9226 0.9120 0.0106 1.2% 0.0056 0.6% 59% False True 165
10 0.9282 0.9120 0.0162 1.8% 0.0050 0.5% 39% False True 147
20 0.9355 0.9120 0.0235 2.6% 0.0055 0.6% 27% False True 152
40 0.9355 0.8857 0.0498 5.4% 0.0048 0.5% 65% False False 101
60 0.9355 0.8794 0.0561 6.1% 0.0033 0.4% 69% False False 68
80 0.9355 0.8582 0.0773 8.4% 0.0026 0.3% 78% False False 51
100 0.9355 0.8582 0.0773 8.4% 0.0022 0.2% 78% False False 41
120 0.9355 0.8582 0.0773 8.4% 0.0018 0.2% 78% False False 34
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 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9498
2.618 0.9380
1.618 0.9308
1.000 0.9264
0.618 0.9236
HIGH 0.9192
0.618 0.9164
0.500 0.9156
0.382 0.9148
LOW 0.9120
0.618 0.9076
1.000 0.9048
1.618 0.9004
2.618 0.8932
4.250 0.8814
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 0.9174 0.9180
PP 0.9165 0.9176
S1 0.9156 0.9173

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

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