CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 0.9157 0.9105 -0.0052 -0.6% 0.9363
High 0.9217 0.9110 -0.0107 -1.2% 0.9370
Low 0.9087 0.9030 -0.0057 -0.6% 0.9030
Close 0.9095 0.9042 -0.0053 -0.6% 0.9042
Range 0.0130 0.0080 -0.0050 -38.5% 0.0340
ATR 0.0069 0.0069 0.0001 1.2% 0.0000
Volume 163,948 21,558 -142,390 -86.9% 651,237
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9301 0.9251 0.9086
R3 0.9221 0.9171 0.9064
R2 0.9141 0.9141 0.9057
R1 0.9091 0.9091 0.9049 0.9076
PP 0.9061 0.9061 0.9061 0.9053
S1 0.9011 0.9011 0.9035 0.8996
S2 0.8981 0.8981 0.9027
S3 0.8901 0.8931 0.9020
S4 0.8821 0.8851 0.8998
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0167 0.9945 0.9229
R3 0.9827 0.9605 0.9136
R2 0.9487 0.9487 0.9104
R1 0.9265 0.9265 0.9073 0.9206
PP 0.9147 0.9147 0.9147 0.9118
S1 0.8925 0.8925 0.9011 0.8866
S2 0.8807 0.8807 0.8980
S3 0.8467 0.8585 0.8949
S4 0.8127 0.8245 0.8855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9370 0.9030 0.0340 3.8% 0.0102 1.1% 4% False True 130,247
10 0.9398 0.9030 0.0368 4.1% 0.0085 0.9% 3% False True 117,646
20 0.9398 0.9030 0.0368 4.1% 0.0065 0.7% 3% False True 94,703
40 0.9438 0.9030 0.0408 4.5% 0.0059 0.7% 3% False True 86,210
60 0.9454 0.9030 0.0424 4.7% 0.0058 0.6% 3% False True 79,103
80 0.9454 0.9030 0.0424 4.7% 0.0058 0.6% 3% False True 65,156
100 0.9454 0.9030 0.0424 4.7% 0.0057 0.6% 3% False True 52,173
120 0.9454 0.9018 0.0436 4.8% 0.0056 0.6% 6% False False 43,500
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9450
2.618 0.9319
1.618 0.9239
1.000 0.9190
0.618 0.9159
HIGH 0.9110
0.618 0.9079
0.500 0.9070
0.382 0.9061
LOW 0.9030
0.618 0.8981
1.000 0.8950
1.618 0.8901
2.618 0.8821
4.250 0.8690
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 0.9070 0.9124
PP 0.9061 0.9096
S1 0.9051 0.9069

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

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