CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 0.9362 0.9345 -0.0017 -0.2% 0.9277
High 0.9367 0.9358 -0.0009 -0.1% 0.9377
Low 0.9315 0.9313 -0.0002 0.0% 0.9272
Close 0.9338 0.9338 0.0000 0.0% 0.9338
Range 0.0052 0.0045 -0.0007 -13.5% 0.0105
ATR 0.0055 0.0054 -0.0001 -1.3% 0.0000
Volume 76,686 46,319 -30,367 -39.6% 257,012
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9471 0.9450 0.9363
R3 0.9426 0.9405 0.9350
R2 0.9381 0.9381 0.9346
R1 0.9360 0.9360 0.9342 0.9348
PP 0.9336 0.9336 0.9336 0.9331
S1 0.9315 0.9315 0.9334 0.9303
S2 0.9291 0.9291 0.9330
S3 0.9246 0.9270 0.9326
S4 0.9201 0.9225 0.9313
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9644 0.9596 0.9396
R3 0.9539 0.9491 0.9367
R2 0.9434 0.9434 0.9357
R1 0.9386 0.9386 0.9348 0.9410
PP 0.9329 0.9329 0.9329 0.9341
S1 0.9281 0.9281 0.9328 0.9305
S2 0.9224 0.9224 0.9319
S3 0.9119 0.9176 0.9309
S4 0.9014 0.9071 0.9280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9377 0.9279 0.0098 1.0% 0.0054 0.6% 60% False False 58,365
10 0.9377 0.9165 0.0212 2.3% 0.0053 0.6% 82% False False 31,670
20 0.9377 0.9136 0.0241 2.6% 0.0056 0.6% 84% False False 16,402
40 0.9377 0.9120 0.0257 2.8% 0.0052 0.6% 85% False False 8,315
60 0.9377 0.8938 0.0439 4.7% 0.0054 0.6% 91% False False 5,585
80 0.9377 0.8813 0.0564 6.0% 0.0044 0.5% 93% False False 4,190
100 0.9377 0.8582 0.0795 8.5% 0.0036 0.4% 95% False False 3,352
120 0.9377 0.8582 0.0795 8.5% 0.0031 0.3% 95% False False 2,793
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9549
2.618 0.9476
1.618 0.9431
1.000 0.9403
0.618 0.9386
HIGH 0.9358
0.618 0.9341
0.500 0.9336
0.382 0.9330
LOW 0.9313
0.618 0.9285
1.000 0.9268
1.618 0.9240
2.618 0.9195
4.250 0.9122
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 0.9337 0.9336
PP 0.9336 0.9335
S1 0.9336 0.9333

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

View Archives - Comment on this page... - Back to Index of Symbols