CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 0.9293 0.9325 0.0032 0.3% 0.9320
High 0.9301 0.9327 0.0026 0.3% 0.9327
Low 0.9293 0.9303 0.0010 0.1% 0.9248
Close 0.9297 0.9313 0.0016 0.2% 0.9313
Range 0.0008 0.0024 0.0016 200.0% 0.0079
ATR 0.0038 0.0037 -0.0001 -1.4% 0.0000
Volume 13 25 12 92.3% 285
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9386 0.9374 0.9326
R3 0.9362 0.9350 0.9320
R2 0.9338 0.9338 0.9317
R1 0.9326 0.9326 0.9315 0.9320
PP 0.9314 0.9314 0.9314 0.9312
S1 0.9302 0.9302 0.9311 0.9296
S2 0.9290 0.9290 0.9309
S3 0.9266 0.9278 0.9306
S4 0.9242 0.9254 0.9300
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9533 0.9502 0.9356
R3 0.9454 0.9423 0.9335
R2 0.9375 0.9375 0.9327
R1 0.9344 0.9344 0.9320 0.9320
PP 0.9296 0.9296 0.9296 0.9284
S1 0.9265 0.9265 0.9306 0.9241
S2 0.9217 0.9217 0.9299
S3 0.9138 0.9186 0.9291
S4 0.9059 0.9107 0.9270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9327 0.9248 0.0079 0.8% 0.0023 0.2% 82% True False 57
10 0.9327 0.9217 0.0110 1.2% 0.0028 0.3% 87% True False 41
20 0.9327 0.9122 0.0205 2.2% 0.0023 0.2% 93% True False 26
40 0.9327 0.9087 0.0240 2.6% 0.0018 0.2% 94% True False 15
60 0.9327 0.9061 0.0266 2.9% 0.0015 0.2% 95% True False 11
80 0.9327 0.8802 0.0525 5.6% 0.0012 0.1% 97% True False 8
100 0.9327 0.8722 0.0605 6.5% 0.0010 0.1% 98% True False 7
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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9429
2.618 0.9390
1.618 0.9366
1.000 0.9351
0.618 0.9342
HIGH 0.9327
0.618 0.9318
0.500 0.9315
0.382 0.9312
LOW 0.9303
0.618 0.9288
1.000 0.9279
1.618 0.9264
2.618 0.9240
4.250 0.9201
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 0.9315 0.9305
PP 0.9314 0.9296
S1 0.9314 0.9288

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

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