CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 0.9237 0.9289 0.0052 0.6% 0.9194
High 0.9312 0.9294 -0.0018 -0.2% 0.9312
Low 0.9237 0.9268 0.0031 0.3% 0.9176
Close 0.9293 0.9274 -0.0019 -0.2% 0.9274
Range 0.0075 0.0026 -0.0049 -65.3% 0.0136
ATR 0.0056 0.0054 -0.0002 -3.8% 0.0000
Volume 89 473 384 431.5% 1,380
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9357 0.9341 0.9288
R3 0.9331 0.9315 0.9281
R2 0.9305 0.9305 0.9279
R1 0.9289 0.9289 0.9276 0.9284
PP 0.9279 0.9279 0.9279 0.9276
S1 0.9263 0.9263 0.9272 0.9258
S2 0.9253 0.9253 0.9269
S3 0.9227 0.9237 0.9267
S4 0.9201 0.9211 0.9260
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9662 0.9604 0.9349
R3 0.9526 0.9468 0.9311
R2 0.9390 0.9390 0.9299
R1 0.9332 0.9332 0.9286 0.9361
PP 0.9254 0.9254 0.9254 0.9269
S1 0.9196 0.9196 0.9262 0.9225
S2 0.9118 0.9118 0.9249
S3 0.8982 0.9060 0.9237
S4 0.8846 0.8924 0.9199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9312 0.9176 0.0136 1.5% 0.0050 0.5% 72% False False 276
10 0.9312 0.9120 0.0192 2.1% 0.0053 0.6% 80% False False 220
20 0.9321 0.9120 0.0201 2.2% 0.0051 0.6% 77% False False 178
40 0.9355 0.8900 0.0455 4.9% 0.0052 0.6% 82% False False 135
60 0.9355 0.8813 0.0542 5.8% 0.0037 0.4% 85% False False 91
80 0.9355 0.8582 0.0773 8.3% 0.0029 0.3% 90% False False 68
100 0.9355 0.8582 0.0773 8.3% 0.0024 0.3% 90% False False 55
120 0.9355 0.8582 0.0773 8.3% 0.0020 0.2% 90% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9405
2.618 0.9362
1.618 0.9336
1.000 0.9320
0.618 0.9310
HIGH 0.9294
0.618 0.9284
0.500 0.9281
0.382 0.9278
LOW 0.9268
0.618 0.9252
1.000 0.9242
1.618 0.9226
2.618 0.9200
4.250 0.9158
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 0.9281 0.9275
PP 0.9279 0.9274
S1 0.9276 0.9274

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

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