CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 0.9128 0.9112 -0.0016 -0.2% 0.9108
High 0.9128 0.9125 -0.0003 0.0% 0.9152
Low 0.9128 0.9105 -0.0023 -0.3% 0.9105
Close 0.9128 0.9125 -0.0003 0.0% 0.9125
Range 0.0000 0.0020 0.0020 0.0047
ATR 0.0033 0.0032 -0.0001 -2.2% 0.0000
Volume 9 9 0 0.0% 21
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9178 0.9172 0.9136
R3 0.9158 0.9152 0.9131
R2 0.9138 0.9138 0.9129
R1 0.9132 0.9132 0.9127 0.9135
PP 0.9118 0.9118 0.9118 0.9120
S1 0.9112 0.9112 0.9123 0.9115
S2 0.9098 0.9098 0.9121
S3 0.9078 0.9092 0.9120
S4 0.9058 0.9072 0.9114
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9268 0.9244 0.9151
R3 0.9221 0.9197 0.9138
R2 0.9174 0.9174 0.9134
R1 0.9150 0.9150 0.9129 0.9162
PP 0.9127 0.9127 0.9127 0.9134
S1 0.9103 0.9103 0.9121 0.9115
S2 0.9080 0.9080 0.9116
S3 0.9033 0.9056 0.9112
S4 0.8986 0.9009 0.9099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9152 0.9105 0.0047 0.5% 0.0010 0.1% 43% False True 4
10 0.9215 0.9105 0.0110 1.2% 0.0008 0.1% 18% False True 3
20 0.9284 0.9105 0.0179 2.0% 0.0009 0.1% 11% False True 3
40 0.9284 0.8802 0.0482 5.3% 0.0007 0.1% 67% False False 2
60 0.9284 0.8750 0.0534 5.9% 0.0006 0.1% 70% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9210
2.618 0.9177
1.618 0.9157
1.000 0.9145
0.618 0.9137
HIGH 0.9125
0.618 0.9117
0.500 0.9115
0.382 0.9113
LOW 0.9105
0.618 0.9093
1.000 0.9085
1.618 0.9073
2.618 0.9053
4.250 0.9020
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 0.9122 0.9129
PP 0.9118 0.9127
S1 0.9115 0.9126

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

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