CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 0.9220 0.9244 0.0024 0.3% 0.9308
High 0.9247 0.9259 0.0012 0.1% 0.9321
Low 0.9220 0.9210 -0.0010 -0.1% 0.9195
Close 0.9246 0.9215 -0.0031 -0.3% 0.9227
Range 0.0027 0.0049 0.0022 81.5% 0.0126
ATR 0.0043 0.0043 0.0000 1.1% 0.0000
Volume 525 48 -477 -90.9% 1,566
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9375 0.9344 0.9242
R3 0.9326 0.9295 0.9228
R2 0.9277 0.9277 0.9224
R1 0.9246 0.9246 0.9219 0.9237
PP 0.9228 0.9228 0.9228 0.9224
S1 0.9197 0.9197 0.9211 0.9188
S2 0.9179 0.9179 0.9206
S3 0.9130 0.9148 0.9202
S4 0.9081 0.9099 0.9188
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9626 0.9552 0.9296
R3 0.9500 0.9426 0.9262
R2 0.9374 0.9374 0.9250
R1 0.9300 0.9300 0.9239 0.9274
PP 0.9248 0.9248 0.9248 0.9235
S1 0.9174 0.9174 0.9215 0.9148
S2 0.9122 0.9122 0.9204
S3 0.8996 0.9048 0.9192
S4 0.8870 0.8922 0.9158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9291 0.9195 0.0096 1.0% 0.0049 0.5% 21% False False 389
10 0.9364 0.9195 0.0169 1.8% 0.0043 0.5% 12% False False 278
20 0.9364 0.9195 0.0169 1.8% 0.0041 0.4% 12% False False 223
40 0.9394 0.9195 0.0199 2.2% 0.0037 0.4% 10% False False 142
60 0.9394 0.9087 0.0307 3.3% 0.0029 0.3% 42% False False 96
80 0.9394 0.9087 0.0307 3.3% 0.0024 0.3% 42% False False 73
100 0.9394 0.8858 0.0536 5.8% 0.0020 0.2% 67% False False 58
120 0.9394 0.8750 0.0644 7.0% 0.0018 0.2% 72% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9467
2.618 0.9387
1.618 0.9338
1.000 0.9308
0.618 0.9289
HIGH 0.9259
0.618 0.9240
0.500 0.9235
0.382 0.9229
LOW 0.9210
0.618 0.9180
1.000 0.9161
1.618 0.9131
2.618 0.9082
4.250 0.9002
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 0.9235 0.9227
PP 0.9228 0.9223
S1 0.9222 0.9219

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

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