CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 0.9293 0.9286 -0.0007 -0.1% 0.9243
High 0.9302 0.9296 -0.0006 -0.1% 0.9325
Low 0.9289 0.9254 -0.0035 -0.4% 0.9241
Close 0.9292 0.9275 -0.0017 -0.2% 0.9288
Range 0.0013 0.0042 0.0029 223.1% 0.0084
ATR 0.0041 0.0041 0.0000 0.2% 0.0000
Volume 93 449 356 382.8% 1,112
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9401 0.9380 0.9298
R3 0.9359 0.9338 0.9287
R2 0.9317 0.9317 0.9283
R1 0.9296 0.9296 0.9279 0.9286
PP 0.9275 0.9275 0.9275 0.9270
S1 0.9254 0.9254 0.9271 0.9244
S2 0.9233 0.9233 0.9267
S3 0.9191 0.9212 0.9263
S4 0.9149 0.9170 0.9252
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9537 0.9496 0.9334
R3 0.9453 0.9412 0.9311
R2 0.9369 0.9369 0.9303
R1 0.9328 0.9328 0.9296 0.9349
PP 0.9285 0.9285 0.9285 0.9295
S1 0.9244 0.9244 0.9280 0.9265
S2 0.9201 0.9201 0.9273
S3 0.9117 0.9160 0.9265
S4 0.9033 0.9076 0.9242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9325 0.9254 0.0071 0.8% 0.0034 0.4% 30% False True 224
10 0.9394 0.9227 0.0167 1.8% 0.0041 0.4% 29% False False 184
20 0.9394 0.9217 0.0177 1.9% 0.0036 0.4% 33% False False 112
40 0.9394 0.9087 0.0307 3.3% 0.0027 0.3% 61% False False 60
60 0.9394 0.9087 0.0307 3.3% 0.0020 0.2% 61% False False 41
80 0.9394 0.8924 0.0470 5.1% 0.0017 0.2% 75% False False 31
100 0.9394 0.8750 0.0644 6.9% 0.0014 0.2% 82% False False 26
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9475
2.618 0.9406
1.618 0.9364
1.000 0.9338
0.618 0.9322
HIGH 0.9296
0.618 0.9280
0.500 0.9275
0.382 0.9270
LOW 0.9254
0.618 0.9228
1.000 0.9212
1.618 0.9186
2.618 0.9144
4.250 0.9076
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 0.9275 0.9279
PP 0.9275 0.9278
S1 0.9275 0.9276

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

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