CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 0.9289 0.9282 -0.0007 -0.1% 0.9194
High 0.9294 0.9304 0.0010 0.1% 0.9312
Low 0.9268 0.9270 0.0002 0.0% 0.9176
Close 0.9274 0.9284 0.0010 0.1% 0.9274
Range 0.0026 0.0034 0.0008 30.8% 0.0136
ATR 0.0054 0.0052 -0.0001 -2.6% 0.0000
Volume 473 161 -312 -66.0% 1,380
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 0.9388 0.9370 0.9303
R3 0.9354 0.9336 0.9293
R2 0.9320 0.9320 0.9290
R1 0.9302 0.9302 0.9287 0.9311
PP 0.9286 0.9286 0.9286 0.9291
S1 0.9268 0.9268 0.9281 0.9277
S2 0.9252 0.9252 0.9278
S3 0.9218 0.9234 0.9275
S4 0.9184 0.9200 0.9265
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 0.9188 0.0124 1.3% 0.0052 0.6% 77% False False 233
10 0.9312 0.9120 0.0192 2.1% 0.0050 0.5% 85% False False 217
20 0.9321 0.9120 0.0201 2.2% 0.0051 0.5% 82% False False 175
40 0.9355 0.8900 0.0455 4.9% 0.0052 0.6% 84% False False 139
60 0.9355 0.8813 0.0542 5.8% 0.0037 0.4% 87% False False 93
80 0.9355 0.8582 0.0773 8.3% 0.0030 0.3% 91% False False 70
100 0.9355 0.8582 0.0773 8.3% 0.0024 0.3% 91% False False 56
120 0.9355 0.8582 0.0773 8.3% 0.0020 0.2% 91% False False 47
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9449
2.618 0.9393
1.618 0.9359
1.000 0.9338
0.618 0.9325
HIGH 0.9304
0.618 0.9291
0.500 0.9287
0.382 0.9283
LOW 0.9270
0.618 0.9249
1.000 0.9236
1.618 0.9215
2.618 0.9181
4.250 0.9126
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 0.9287 0.9281
PP 0.9286 0.9278
S1 0.9285 0.9275

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

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