CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 0.9349 0.9361 0.0012 0.1% 0.9323
High 0.9367 0.9391 0.0024 0.3% 0.9391
Low 0.9344 0.9354 0.0010 0.1% 0.9300
Close 0.9356 0.9372 0.0016 0.2% 0.9372
Range 0.0023 0.0037 0.0014 60.9% 0.0091
ATR 0.0056 0.0054 -0.0001 -2.4% 0.0000
Volume 47,775 56,496 8,721 18.3% 287,707
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9483 0.9465 0.9392
R3 0.9446 0.9428 0.9382
R2 0.9409 0.9409 0.9379
R1 0.9391 0.9391 0.9375 0.9400
PP 0.9372 0.9372 0.9372 0.9377
S1 0.9354 0.9354 0.9369 0.9363
S2 0.9335 0.9335 0.9365
S3 0.9298 0.9317 0.9362
S4 0.9261 0.9280 0.9352
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9627 0.9591 0.9422
R3 0.9536 0.9500 0.9397
R2 0.9445 0.9445 0.9389
R1 0.9409 0.9409 0.9380 0.9427
PP 0.9354 0.9354 0.9354 0.9364
S1 0.9318 0.9318 0.9364 0.9336
S2 0.9263 0.9263 0.9355
S3 0.9172 0.9227 0.9347
S4 0.9081 0.9136 0.9322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9391 0.9300 0.0091 1.0% 0.0050 0.5% 79% True False 57,541
10 0.9391 0.9261 0.0130 1.4% 0.0057 0.6% 85% True False 58,527
20 0.9391 0.9165 0.0226 2.4% 0.0056 0.6% 92% True False 42,913
40 0.9391 0.9120 0.0271 2.9% 0.0055 0.6% 93% True False 21,756
60 0.9391 0.9107 0.0284 3.0% 0.0054 0.6% 93% True False 14,555
80 0.9391 0.8857 0.0534 5.7% 0.0051 0.5% 96% True False 10,927
100 0.9391 0.8776 0.0615 6.6% 0.0041 0.4% 97% True False 8,741
120 0.9391 0.8582 0.0809 8.6% 0.0035 0.4% 98% True False 7,285
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9548
2.618 0.9488
1.618 0.9451
1.000 0.9428
0.618 0.9414
HIGH 0.9391
0.618 0.9377
0.500 0.9373
0.382 0.9368
LOW 0.9354
0.618 0.9331
1.000 0.9317
1.618 0.9294
2.618 0.9257
4.250 0.9197
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 0.9373 0.9363
PP 0.9372 0.9354
S1 0.9372 0.9346

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

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