CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 0.9361 0.9373 0.0012 0.1% 0.9323
High 0.9391 0.9388 -0.0003 0.0% 0.9391
Low 0.9354 0.9336 -0.0018 -0.2% 0.9300
Close 0.9372 0.9376 0.0004 0.0% 0.9372
Range 0.0037 0.0052 0.0015 40.5% 0.0091
ATR 0.0054 0.0054 0.0000 -0.3% 0.0000
Volume 56,496 61,727 5,231 9.3% 287,707
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9523 0.9501 0.9405
R3 0.9471 0.9449 0.9390
R2 0.9419 0.9419 0.9386
R1 0.9397 0.9397 0.9381 0.9408
PP 0.9367 0.9367 0.9367 0.9372
S1 0.9345 0.9345 0.9371 0.9356
S2 0.9315 0.9315 0.9366
S3 0.9263 0.9293 0.9362
S4 0.9211 0.9241 0.9347
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% 0.0046 0.5% 84% False False 58,521
10 0.9391 0.9261 0.0130 1.4% 0.0057 0.6% 88% False False 60,068
20 0.9391 0.9165 0.0226 2.4% 0.0055 0.6% 93% False False 45,869
40 0.9391 0.9136 0.0255 2.7% 0.0054 0.6% 94% False False 23,295
60 0.9391 0.9120 0.0271 2.9% 0.0055 0.6% 94% False False 15,581
80 0.9391 0.8857 0.0534 5.7% 0.0051 0.5% 97% False False 11,698
100 0.9391 0.8794 0.0597 6.4% 0.0042 0.4% 97% False False 9,359
120 0.9391 0.8582 0.0809 8.6% 0.0035 0.4% 98% False False 7,799
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9609
2.618 0.9524
1.618 0.9472
1.000 0.9440
0.618 0.9420
HIGH 0.9388
0.618 0.9368
0.500 0.9362
0.382 0.9356
LOW 0.9336
0.618 0.9304
1.000 0.9284
1.618 0.9252
2.618 0.9200
4.250 0.9115
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 0.9371 0.9372
PP 0.9367 0.9368
S1 0.9362 0.9364

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

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