CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 0.9279 0.9287 0.0008 0.1% 0.9194
High 0.9328 0.9314 -0.0014 -0.2% 0.9312
Low 0.9278 0.9250 -0.0028 -0.3% 0.9176
Close 0.9300 0.9280 -0.0020 -0.2% 0.9274
Range 0.0050 0.0064 0.0014 28.0% 0.0136
ATR 0.0052 0.0053 0.0001 1.7% 0.0000
Volume 219 599 380 173.5% 1,380
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 0.9473 0.9441 0.9315
R3 0.9409 0.9377 0.9298
R2 0.9345 0.9345 0.9292
R1 0.9313 0.9313 0.9286 0.9297
PP 0.9281 0.9281 0.9281 0.9274
S1 0.9249 0.9249 0.9274 0.9233
S2 0.9217 0.9217 0.9268
S3 0.9153 0.9185 0.9262
S4 0.9089 0.9121 0.9245
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 0.9250 0.0078 0.8% 0.0044 0.5% 38% False True 309
10 0.9328 0.9120 0.0208 2.2% 0.0052 0.6% 77% False False 258
20 0.9328 0.9120 0.0208 2.2% 0.0050 0.5% 77% False False 202
40 0.9355 0.8900 0.0455 4.9% 0.0053 0.6% 84% False False 161
60 0.9355 0.8813 0.0542 5.8% 0.0040 0.4% 86% False False 108
80 0.9355 0.8582 0.0773 8.3% 0.0032 0.3% 90% False False 81
100 0.9355 0.8582 0.0773 8.3% 0.0026 0.3% 90% False False 65
120 0.9355 0.8582 0.0773 8.3% 0.0022 0.2% 90% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9586
2.618 0.9482
1.618 0.9418
1.000 0.9378
0.618 0.9354
HIGH 0.9314
0.618 0.9290
0.500 0.9282
0.382 0.9274
LOW 0.9250
0.618 0.9210
1.000 0.9186
1.618 0.9146
2.618 0.9082
4.250 0.8978
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 0.9282 0.9289
PP 0.9281 0.9286
S1 0.9281 0.9283

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

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