CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 0.9180 0.9178 -0.0002 0.0% 0.9246
High 0.9180 0.9178 -0.0002 0.0% 0.9256
Low 0.9174 0.9178 0.0004 0.0% 0.9174
Close 0.9174 0.9178 0.0004 0.0% 0.9174
Range 0.0006 0.0000 -0.0006 -100.0% 0.0082
ATR 0.0038 0.0036 -0.0002 -6.4% 0.0000
Volume 3 3 0 0.0% 10
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9178 0.9178 0.9178
R3 0.9178 0.9178 0.9178
R2 0.9178 0.9178 0.9178
R1 0.9178 0.9178 0.9178 0.9178
PP 0.9178 0.9178 0.9178 0.9178
S1 0.9178 0.9178 0.9178 0.9178
S2 0.9178 0.9178 0.9178
S3 0.9178 0.9178 0.9178
S4 0.9178 0.9178 0.9178
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9447 0.9393 0.9219
R3 0.9365 0.9311 0.9197
R2 0.9283 0.9283 0.9189
R1 0.9229 0.9229 0.9182 0.9215
PP 0.9201 0.9201 0.9201 0.9195
S1 0.9147 0.9147 0.9166 0.9133
S2 0.9119 0.9119 0.9159
S3 0.9037 0.9065 0.9151
S4 0.8955 0.8983 0.9129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9256 0.9174 0.0082 0.9% 0.0007 0.1% 5% False False 2
10 0.9284 0.9110 0.0174 1.9% 0.0009 0.1% 39% False False 2
20 0.9284 0.8964 0.0320 3.5% 0.0007 0.1% 67% False False 2
40 0.9284 0.8750 0.0534 5.8% 0.0005 0.1% 80% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9178
2.618 0.9178
1.618 0.9178
1.000 0.9178
0.618 0.9178
HIGH 0.9178
0.618 0.9178
0.500 0.9178
0.382 0.9178
LOW 0.9178
0.618 0.9178
1.000 0.9178
1.618 0.9178
2.618 0.9178
4.250 0.9178
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 0.9178 0.9202
PP 0.9178 0.9194
S1 0.9178 0.9186

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

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