CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 08-May-2014
Day Change Summary
Previous Current
07-May-2014 08-May-2014 Change Change % Previous Week
Open 0.9262 0.9237 -0.0025 -0.3% 0.9191
High 0.9265 0.9312 0.0047 0.5% 0.9226
Low 0.9237 0.9237 0.0000 0.0% 0.9120
Close 0.9256 0.9293 0.0037 0.4% 0.9183
Range 0.0028 0.0075 0.0047 167.9% 0.0106
ATR 0.0054 0.0056 0.0001 2.7% 0.0000
Volume 306 89 -217 -70.9% 827
Daily Pivots for day following 08-May-2014
Classic Woodie Camarilla DeMark
R4 0.9506 0.9474 0.9334
R3 0.9431 0.9399 0.9314
R2 0.9356 0.9356 0.9307
R1 0.9324 0.9324 0.9300 0.9340
PP 0.9281 0.9281 0.9281 0.9289
S1 0.9249 0.9249 0.9286 0.9265
S2 0.9206 0.9206 0.9279
S3 0.9131 0.9174 0.9272
S4 0.9056 0.9099 0.9252
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 0.9312 0.9120 0.0192 2.1% 0.0060 0.6% 90% True False 207
10 0.9312 0.9120 0.0192 2.1% 0.0054 0.6% 90% True False 185
20 0.9355 0.9120 0.0235 2.5% 0.0054 0.6% 74% False False 163
40 0.9355 0.8900 0.0455 4.9% 0.0052 0.6% 86% False False 123
60 0.9355 0.8813 0.0542 5.8% 0.0036 0.4% 89% False False 83
80 0.9355 0.8582 0.0773 8.3% 0.0029 0.3% 92% False False 62
100 0.9355 0.8582 0.0773 8.3% 0.0024 0.3% 92% False False 50
120 0.9355 0.8582 0.0773 8.3% 0.0020 0.2% 92% False False 41
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9631
2.618 0.9508
1.618 0.9433
1.000 0.9387
0.618 0.9358
HIGH 0.9312
0.618 0.9283
0.500 0.9275
0.382 0.9266
LOW 0.9237
0.618 0.9191
1.000 0.9162
1.618 0.9116
2.618 0.9041
4.250 0.8918
Fisher Pivots for day following 08-May-2014
Pivot 1 day 3 day
R1 0.9287 0.9279
PP 0.9281 0.9264
S1 0.9275 0.9250

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

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