CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 0.9155 0.9162 0.0007 0.1% 0.9291
High 0.9177 0.9210 0.0033 0.4% 0.9291
Low 0.9143 0.9161 0.0018 0.2% 0.9136
Close 0.9166 0.9189 0.0023 0.3% 0.9166
Range 0.0034 0.0049 0.0015 44.1% 0.0155
ATR 0.0052 0.0052 0.0000 -0.4% 0.0000
Volume 1,001 386 -615 -61.4% 4,498
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 0.9334 0.9310 0.9216
R3 0.9285 0.9261 0.9202
R2 0.9236 0.9236 0.9198
R1 0.9212 0.9212 0.9193 0.9224
PP 0.9187 0.9187 0.9187 0.9193
S1 0.9163 0.9163 0.9185 0.9175
S2 0.9138 0.9138 0.9180
S3 0.9089 0.9114 0.9176
S4 0.9040 0.9065 0.9162
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 0.9663 0.9569 0.9251
R3 0.9508 0.9414 0.9209
R2 0.9353 0.9353 0.9194
R1 0.9259 0.9259 0.9180 0.9229
PP 0.9198 0.9198 0.9198 0.9182
S1 0.9104 0.9104 0.9152 0.9074
S2 0.9043 0.9043 0.9138
S3 0.8888 0.8949 0.9123
S4 0.8733 0.8794 0.9081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9259 0.9136 0.0123 1.3% 0.0056 0.6% 43% False False 949
10 0.9328 0.9136 0.0192 2.1% 0.0051 0.6% 28% False False 644
20 0.9328 0.9120 0.0208 2.3% 0.0050 0.5% 33% False False 431
40 0.9355 0.9107 0.0248 2.7% 0.0052 0.6% 33% False False 286
60 0.9355 0.8813 0.0542 5.9% 0.0045 0.5% 69% False False 200
80 0.9355 0.8615 0.0740 8.1% 0.0035 0.4% 78% False False 151
100 0.9355 0.8582 0.0773 8.4% 0.0029 0.3% 79% False False 121
120 0.9355 0.8582 0.0773 8.4% 0.0025 0.3% 79% False False 100
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9418
2.618 0.9338
1.618 0.9289
1.000 0.9259
0.618 0.9240
HIGH 0.9210
0.618 0.9191
0.500 0.9186
0.382 0.9180
LOW 0.9161
0.618 0.9131
1.000 0.9112
1.618 0.9082
2.618 0.9033
4.250 0.8953
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 0.9188 0.9185
PP 0.9187 0.9181
S1 0.9186 0.9177

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

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