CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 0.9308 0.9320 0.0012 0.1% 0.9291
High 0.9321 0.9321 0.0000 0.0% 0.9364
Low 0.9298 0.9286 -0.0012 -0.1% 0.9274
Close 0.9315 0.9297 -0.0018 -0.2% 0.9305
Range 0.0023 0.0035 0.0012 52.2% 0.0090
ATR 0.0041 0.0040 0.0000 -1.0% 0.0000
Volume 159 33 -126 -79.2% 758
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9406 0.9387 0.9316
R3 0.9371 0.9352 0.9307
R2 0.9336 0.9336 0.9303
R1 0.9317 0.9317 0.9300 0.9309
PP 0.9301 0.9301 0.9301 0.9298
S1 0.9282 0.9282 0.9294 0.9274
S2 0.9266 0.9266 0.9291
S3 0.9231 0.9247 0.9287
S4 0.9196 0.9212 0.9278
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9584 0.9535 0.9355
R3 0.9494 0.9445 0.9330
R2 0.9404 0.9404 0.9322
R1 0.9355 0.9355 0.9313 0.9380
PP 0.9314 0.9314 0.9314 0.9327
S1 0.9265 0.9265 0.9297 0.9290
S2 0.9224 0.9224 0.9289
S3 0.9134 0.9175 0.9280
S4 0.9044 0.9085 0.9256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9364 0.9286 0.0078 0.8% 0.0037 0.4% 14% False True 168
10 0.9364 0.9238 0.0126 1.4% 0.0040 0.4% 47% False False 139
20 0.9394 0.9227 0.0167 1.8% 0.0040 0.4% 42% False False 161
40 0.9394 0.9133 0.0261 2.8% 0.0032 0.3% 63% False False 94
60 0.9394 0.9087 0.0307 3.3% 0.0026 0.3% 68% False False 64
80 0.9394 0.9087 0.0307 3.3% 0.0021 0.2% 68% False False 48
100 0.9394 0.8802 0.0592 6.4% 0.0018 0.2% 84% False False 39
120 0.9394 0.8750 0.0644 6.9% 0.0016 0.2% 85% False False 33
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9470
2.618 0.9413
1.618 0.9378
1.000 0.9356
0.618 0.9343
HIGH 0.9321
0.618 0.9308
0.500 0.9304
0.382 0.9299
LOW 0.9286
0.618 0.9264
1.000 0.9251
1.618 0.9229
2.618 0.9194
4.250 0.9137
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 0.9304 0.9305
PP 0.9301 0.9302
S1 0.9299 0.9300

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

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