CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 06-May-2014
Day Change Summary
Previous Current
05-May-2014 06-May-2014 Change Change % Previous Week
Open 0.9194 0.9199 0.0005 0.1% 0.9191
High 0.9203 0.9284 0.0081 0.9% 0.9226
Low 0.9176 0.9188 0.0012 0.1% 0.9120
Close 0.9195 0.9273 0.0078 0.8% 0.9183
Range 0.0027 0.0096 0.0069 255.6% 0.0106
ATR 0.0053 0.0056 0.0003 5.8% 0.0000
Volume 376 136 -240 -63.8% 827
Daily Pivots for day following 06-May-2014
Classic Woodie Camarilla DeMark
R4 0.9536 0.9501 0.9326
R3 0.9440 0.9405 0.9299
R2 0.9344 0.9344 0.9291
R1 0.9309 0.9309 0.9282 0.9327
PP 0.9248 0.9248 0.9248 0.9257
S1 0.9213 0.9213 0.9264 0.9231
S2 0.9152 0.9152 0.9255
S3 0.9056 0.9117 0.9247
S4 0.8960 0.9021 0.9220
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 0.9284 0.9120 0.0164 1.8% 0.0058 0.6% 93% True False 196
10 0.9284 0.9120 0.0164 1.8% 0.0058 0.6% 93% True False 175
20 0.9355 0.9120 0.0235 2.5% 0.0056 0.6% 65% False False 163
40 0.9355 0.8857 0.0498 5.4% 0.0050 0.5% 84% False False 114
60 0.9355 0.8794 0.0561 6.0% 0.0035 0.4% 85% False False 76
80 0.9355 0.8582 0.0773 8.3% 0.0028 0.3% 89% False False 57
100 0.9355 0.8582 0.0773 8.3% 0.0023 0.2% 89% False False 46
120 0.9355 0.8582 0.0773 8.3% 0.0019 0.2% 89% False False 38
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 0.0014
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9692
2.618 0.9535
1.618 0.9439
1.000 0.9380
0.618 0.9343
HIGH 0.9284
0.618 0.9247
0.500 0.9236
0.382 0.9225
LOW 0.9188
0.618 0.9129
1.000 0.9092
1.618 0.9033
2.618 0.8937
4.250 0.8780
Fisher Pivots for day following 06-May-2014
Pivot 1 day 3 day
R1 0.9261 0.9249
PP 0.9248 0.9226
S1 0.9236 0.9202

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

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