CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 08-Jul-2014
Day Change Summary
Previous Current
07-Jul-2014 08-Jul-2014 Change Change % Previous Week
Open 0.9316 0.9325 0.0009 0.1% 0.9373
High 0.9331 0.9370 0.0039 0.4% 0.9454
Low 0.9296 0.9320 0.0024 0.3% 0.9270
Close 0.9326 0.9353 0.0027 0.3% 0.9309
Range 0.0035 0.0050 0.0015 42.9% 0.0184
ATR 0.0061 0.0060 -0.0001 -1.2% 0.0000
Volume 70,064 59,961 -10,103 -14.4% 331,191
Daily Pivots for day following 08-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9498 0.9475 0.9381
R3 0.9448 0.9425 0.9367
R2 0.9398 0.9398 0.9362
R1 0.9375 0.9375 0.9358 0.9387
PP 0.9348 0.9348 0.9348 0.9353
S1 0.9325 0.9325 0.9348 0.9337
S2 0.9298 0.9298 0.9344
S3 0.9248 0.9275 0.9339
S4 0.9198 0.9225 0.9326
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9896 0.9787 0.9410
R3 0.9712 0.9603 0.9360
R2 0.9528 0.9528 0.9343
R1 0.9419 0.9419 0.9326 0.9382
PP 0.9344 0.9344 0.9344 0.9326
S1 0.9235 0.9235 0.9292 0.9198
S2 0.9160 0.9160 0.9275
S3 0.8976 0.9051 0.9258
S4 0.8792 0.8867 0.9208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9454 0.9270 0.0184 2.0% 0.0074 0.8% 45% False False 79,897
10 0.9454 0.9270 0.0184 2.0% 0.0060 0.6% 45% False False 69,209
20 0.9454 0.9261 0.0193 2.1% 0.0061 0.6% 48% False False 64,600
40 0.9454 0.9136 0.0318 3.4% 0.0057 0.6% 68% False False 33,248
60 0.9454 0.9120 0.0334 3.6% 0.0055 0.6% 70% False False 22,225
80 0.9454 0.8900 0.0554 5.9% 0.0054 0.6% 82% False False 16,692
100 0.9454 0.8813 0.0641 6.9% 0.0045 0.5% 84% False False 13,354
120 0.9454 0.8582 0.0872 9.3% 0.0038 0.4% 88% False False 11,128
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9583
2.618 0.9501
1.618 0.9451
1.000 0.9420
0.618 0.9401
HIGH 0.9370
0.618 0.9351
0.500 0.9345
0.382 0.9339
LOW 0.9320
0.618 0.9289
1.000 0.9270
1.618 0.9239
2.618 0.9189
4.250 0.9108
Fisher Pivots for day following 08-Jul-2014
Pivot 1 day 3 day
R1 0.9350 0.9346
PP 0.9348 0.9340
S1 0.9345 0.9333

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

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