CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 0.8800 0.8796 -0.0004 0.0% 0.8851
High 0.8860 0.8796 -0.0064 -0.7% 0.8860
Low 0.8800 0.8796 -0.0004 0.0% 0.8796
Close 0.8819 0.8796 -0.0023 -0.3% 0.8796
Range 0.0060 0.0000 -0.0060 -100.0% 0.0064
ATR 0.0039 0.0038 -0.0001 -2.9% 0.0000
Volume 1 10 9 900.0% 13
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.8796 0.8796 0.8796
R3 0.8796 0.8796 0.8796
R2 0.8796 0.8796 0.8796
R1 0.8796 0.8796 0.8796 0.8796
PP 0.8796 0.8796 0.8796 0.8796
S1 0.8796 0.8796 0.8796 0.8796
S2 0.8796 0.8796 0.8796
S3 0.8796 0.8796 0.8796
S4 0.8796 0.8796 0.8796
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9009 0.8967 0.8831
R3 0.8945 0.8903 0.8814
R2 0.8881 0.8881 0.8808
R1 0.8839 0.8839 0.8802 0.8828
PP 0.8817 0.8817 0.8817 0.8812
S1 0.8775 0.8775 0.8790 0.8764
S2 0.8753 0.8753 0.8784
S3 0.8689 0.8711 0.8778
S4 0.8625 0.8647 0.8761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8860 0.8796 0.0064 0.7% 0.0012 0.1% 0% False True 2
10 0.8860 0.8760 0.0100 1.1% 0.0006 0.1% 36% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8796
2.618 0.8796
1.618 0.8796
1.000 0.8796
0.618 0.8796
HIGH 0.8796
0.618 0.8796
0.500 0.8796
0.382 0.8796
LOW 0.8796
0.618 0.8796
1.000 0.8796
1.618 0.8796
2.618 0.8796
4.250 0.8796
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 0.8796 0.8828
PP 0.8796 0.8817
S1 0.8796 0.8807

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

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