CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 0.9276 0.9279 0.0003 0.0% 0.9194
High 0.9301 0.9328 0.0027 0.3% 0.9312
Low 0.9254 0.9278 0.0024 0.3% 0.9176
Close 0.9278 0.9300 0.0022 0.2% 0.9274
Range 0.0047 0.0050 0.0003 6.4% 0.0136
ATR 0.0052 0.0052 0.0000 -0.3% 0.0000
Volume 95 219 124 130.5% 1,380
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 0.9452 0.9426 0.9328
R3 0.9402 0.9376 0.9314
R2 0.9352 0.9352 0.9309
R1 0.9326 0.9326 0.9305 0.9339
PP 0.9302 0.9302 0.9302 0.9309
S1 0.9276 0.9276 0.9295 0.9289
S2 0.9252 0.9252 0.9291
S3 0.9202 0.9226 0.9286
S4 0.9152 0.9176 0.9273
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 0.9328 0.9237 0.0091 1.0% 0.0046 0.5% 69% True False 207
10 0.9328 0.9120 0.0208 2.2% 0.0051 0.5% 87% True False 220
20 0.9328 0.9120 0.0208 2.2% 0.0050 0.5% 87% True False 184
40 0.9355 0.8900 0.0455 4.9% 0.0053 0.6% 88% False False 147
60 0.9355 0.8813 0.0542 5.8% 0.0039 0.4% 90% False False 98
80 0.9355 0.8582 0.0773 8.3% 0.0031 0.3% 93% False False 74
100 0.9355 0.8582 0.0773 8.3% 0.0025 0.3% 93% False False 59
120 0.9355 0.8582 0.0773 8.3% 0.0021 0.2% 93% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9541
2.618 0.9459
1.618 0.9409
1.000 0.9378
0.618 0.9359
HIGH 0.9328
0.618 0.9309
0.500 0.9303
0.382 0.9297
LOW 0.9278
0.618 0.9247
1.000 0.9228
1.618 0.9197
2.618 0.9147
4.250 0.9066
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 0.9303 0.9297
PP 0.9302 0.9294
S1 0.9301 0.9291

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

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