CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 0.9244 0.9209 -0.0035 -0.4% 0.9308
High 0.9259 0.9290 0.0031 0.3% 0.9321
Low 0.9210 0.9209 -0.0001 0.0% 0.9195
Close 0.9215 0.9267 0.0052 0.6% 0.9227
Range 0.0049 0.0081 0.0032 65.3% 0.0126
ATR 0.0043 0.0046 0.0003 6.3% 0.0000
Volume 48 324 276 575.0% 1,566
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9498 0.9464 0.9312
R3 0.9417 0.9383 0.9289
R2 0.9336 0.9336 0.9282
R1 0.9302 0.9302 0.9274 0.9319
PP 0.9255 0.9255 0.9255 0.9264
S1 0.9221 0.9221 0.9260 0.9238
S2 0.9174 0.9174 0.9252
S3 0.9093 0.9140 0.9245
S4 0.9012 0.9059 0.9222
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 0.9290 0.9195 0.0095 1.0% 0.0051 0.6% 76% True False 425
10 0.9361 0.9195 0.0166 1.8% 0.0044 0.5% 43% False False 283
20 0.9364 0.9195 0.0169 1.8% 0.0043 0.5% 43% False False 223
40 0.9394 0.9195 0.0199 2.1% 0.0039 0.4% 36% False False 150
60 0.9394 0.9087 0.0307 3.3% 0.0031 0.3% 59% False False 101
80 0.9394 0.9087 0.0307 3.3% 0.0025 0.3% 59% False False 77
100 0.9394 0.8875 0.0519 5.6% 0.0021 0.2% 76% False False 62
120 0.9394 0.8750 0.0644 6.9% 0.0018 0.2% 80% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9634
2.618 0.9502
1.618 0.9421
1.000 0.9371
0.618 0.9340
HIGH 0.9290
0.618 0.9259
0.500 0.9250
0.382 0.9240
LOW 0.9209
0.618 0.9159
1.000 0.9128
1.618 0.9078
2.618 0.8997
4.250 0.8865
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 0.9261 0.9261
PP 0.9255 0.9255
S1 0.9250 0.9250

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

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