CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 0.9272 0.9280 0.0008 0.1% 0.9243
High 0.9272 0.9296 0.0024 0.3% 0.9325
Low 0.9238 0.9254 0.0016 0.2% 0.9241
Close 0.9265 0.9282 0.0017 0.2% 0.9288
Range 0.0034 0.0042 0.0008 23.5% 0.0084
ATR 0.0041 0.0041 0.0000 0.2% 0.0000
Volume 170 141 -29 -17.1% 1,112
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9403 0.9385 0.9305
R3 0.9361 0.9343 0.9294
R2 0.9319 0.9319 0.9290
R1 0.9301 0.9301 0.9286 0.9310
PP 0.9277 0.9277 0.9277 0.9282
S1 0.9259 0.9259 0.9278 0.9268
S2 0.9235 0.9235 0.9274
S3 0.9193 0.9217 0.9270
S4 0.9151 0.9175 0.9259
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 0.9304 0.9238 0.0066 0.7% 0.0031 0.3% 67% False False 201
10 0.9325 0.9227 0.0098 1.1% 0.0035 0.4% 56% False False 203
20 0.9394 0.9227 0.0167 1.8% 0.0034 0.4% 33% False False 125
40 0.9394 0.9087 0.0307 3.3% 0.0027 0.3% 64% False False 68
60 0.9394 0.9087 0.0307 3.3% 0.0021 0.2% 64% False False 46
80 0.9394 0.8993 0.0401 4.3% 0.0018 0.2% 72% False False 35
100 0.9394 0.8750 0.0644 6.9% 0.0015 0.2% 83% False False 29
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 2 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 17-Jul-2014
Pivot 1 day 3 day
R1 0.9280 0.9277
PP 0.9277 0.9272
S1 0.9275 0.9267

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

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