CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 0.9213 0.9270 0.0057 0.6% 0.9241
High 0.9283 0.9295 0.0012 0.1% 0.9295
Low 0.9194 0.9257 0.0063 0.7% 0.9165
Close 0.9273 0.9275 0.0002 0.0% 0.9275
Range 0.0089 0.0038 -0.0051 -57.3% 0.0130
ATR 0.0058 0.0056 -0.0001 -2.4% 0.0000
Volume 6,630 2,793 -3,837 -57.9% 15,988
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9390 0.9370 0.9296
R3 0.9352 0.9332 0.9285
R2 0.9314 0.9314 0.9282
R1 0.9294 0.9294 0.9278 0.9304
PP 0.9276 0.9276 0.9276 0.9281
S1 0.9256 0.9256 0.9272 0.9266
S2 0.9238 0.9238 0.9268
S3 0.9200 0.9218 0.9265
S4 0.9162 0.9180 0.9254
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9635 0.9585 0.9347
R3 0.9505 0.9455 0.9311
R2 0.9375 0.9375 0.9299
R1 0.9325 0.9325 0.9287 0.9350
PP 0.9245 0.9245 0.9245 0.9258
S1 0.9195 0.9195 0.9263 0.9220
S2 0.9115 0.9115 0.9251
S3 0.8985 0.9065 0.9239
S4 0.8855 0.8935 0.9204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9295 0.9165 0.0130 1.4% 0.0061 0.7% 85% True False 3,197
10 0.9295 0.9143 0.0152 1.6% 0.0058 0.6% 87% True False 2,122
20 0.9328 0.9136 0.0192 2.1% 0.0053 0.6% 72% False False 1,345
40 0.9355 0.9120 0.0235 2.5% 0.0054 0.6% 66% False False 754
60 0.9355 0.8900 0.0455 4.9% 0.0053 0.6% 82% False False 531
80 0.9355 0.8813 0.0542 5.8% 0.0040 0.4% 85% False False 398
100 0.9355 0.8582 0.0773 8.3% 0.0034 0.4% 90% False False 319
120 0.9355 0.8582 0.0773 8.3% 0.0029 0.3% 90% False False 266
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0013
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9457
2.618 0.9394
1.618 0.9356
1.000 0.9333
0.618 0.9318
HIGH 0.9295
0.618 0.9280
0.500 0.9276
0.382 0.9272
LOW 0.9257
0.618 0.9234
1.000 0.9219
1.618 0.9196
2.618 0.9158
4.250 0.9096
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 0.9276 0.9264
PP 0.9276 0.9253
S1 0.9275 0.9242

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

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