CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 08-Apr-2014
Day Change Summary
Previous Current
07-Apr-2014 08-Apr-2014 Change Change % Previous Week
Open 0.9110 0.9156 0.0046 0.5% 0.9111
High 0.9110 0.9197 0.0087 1.0% 0.9124
Low 0.9110 0.9156 0.0046 0.5% 0.9061
Close 0.9110 0.9197 0.0087 1.0% 0.9124
Range 0.0000 0.0041 0.0041 0.0063
ATR 0.0033 0.0037 0.0004 11.8% 0.0000
Volume 3 3 0 0.0% 7
Daily Pivots for day following 08-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9306 0.9293 0.9220
R3 0.9265 0.9252 0.9208
R2 0.9224 0.9224 0.9205
R1 0.9211 0.9211 0.9201 0.9218
PP 0.9183 0.9183 0.9183 0.9187
S1 0.9170 0.9170 0.9193 0.9177
S2 0.9142 0.9142 0.9189
S3 0.9101 0.9129 0.9186
S4 0.9060 0.9088 0.9174
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9292 0.9271 0.9159
R3 0.9229 0.9208 0.9141
R2 0.9166 0.9166 0.9136
R1 0.9145 0.9145 0.9130 0.9156
PP 0.9103 0.9103 0.9103 0.9108
S1 0.9082 0.9082 0.9118 0.9093
S2 0.9040 0.9040 0.9112
S3 0.8977 0.9019 0.9107
S4 0.8914 0.8956 0.9089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9197 0.9061 0.0136 1.5% 0.0011 0.1% 100% True False 2
10 0.9197 0.9061 0.0136 1.5% 0.0008 0.1% 100% True False 1
20 0.9197 0.8817 0.0380 4.1% 0.0006 0.1% 100% True False 1
40 0.9197 0.8750 0.0447 4.9% 0.0005 0.1% 100% True False 3
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 0.0001
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.9371
2.618 0.9304
1.618 0.9263
1.000 0.9238
0.618 0.9222
HIGH 0.9197
0.618 0.9181
0.500 0.9177
0.382 0.9172
LOW 0.9156
0.618 0.9131
1.000 0.9115
1.618 0.9090
2.618 0.9049
4.250 0.8982
Fisher Pivots for day following 08-Apr-2014
Pivot 1 day 3 day
R1 0.9190 0.9183
PP 0.9183 0.9168
S1 0.9177 0.9154

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

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