CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 0.9274 0.9200 -0.0074 -0.8% 0.9318
High 0.9285 0.9214 -0.0071 -0.8% 0.9398
Low 0.9184 0.9110 -0.0074 -0.8% 0.9255
Close 0.9192 0.9155 -0.0037 -0.4% 0.9371
Range 0.0101 0.0104 0.0003 3.0% 0.0143
ATR 0.0061 0.0064 0.0003 5.1% 0.0000
Volume 175,172 175,063 -109 -0.1% 460,114
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9472 0.9417 0.9212
R3 0.9368 0.9313 0.9184
R2 0.9264 0.9264 0.9174
R1 0.9209 0.9209 0.9165 0.9185
PP 0.9160 0.9160 0.9160 0.9147
S1 0.9105 0.9105 0.9145 0.9081
S2 0.9056 0.9056 0.9136
S3 0.8952 0.9001 0.9126
S4 0.8848 0.8897 0.9098
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9770 0.9714 0.9450
R3 0.9627 0.9571 0.9410
R2 0.9484 0.9484 0.9397
R1 0.9428 0.9428 0.9384 0.9456
PP 0.9341 0.9341 0.9341 0.9356
S1 0.9285 0.9285 0.9358 0.9313
S2 0.9198 0.9198 0.9345
S3 0.9055 0.9142 0.9332
S4 0.8912 0.8999 0.9292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9398 0.9110 0.0288 3.1% 0.0087 0.9% 16% False True 133,736
10 0.9398 0.9110 0.0288 3.1% 0.0073 0.8% 16% False True 114,669
20 0.9398 0.9110 0.0288 3.1% 0.0059 0.6% 16% False True 92,080
40 0.9438 0.9110 0.0328 3.6% 0.0056 0.6% 14% False True 84,533
60 0.9454 0.9110 0.0344 3.8% 0.0057 0.6% 13% False True 78,323
80 0.9454 0.9110 0.0344 3.8% 0.0057 0.6% 13% False True 62,843
100 0.9454 0.9110 0.0344 3.8% 0.0055 0.6% 13% False True 50,320
120 0.9454 0.8938 0.0516 5.6% 0.0056 0.6% 42% False False 41,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.9656
2.618 0.9486
1.618 0.9382
1.000 0.9318
0.618 0.9278
HIGH 0.9214
0.618 0.9174
0.500 0.9162
0.382 0.9150
LOW 0.9110
0.618 0.9046
1.000 0.9006
1.618 0.8942
2.618 0.8838
4.250 0.8668
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 0.9162 0.9240
PP 0.9160 0.9212
S1 0.9157 0.9183

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

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