CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 0.9184 0.9186 0.0002 0.0% 0.9220
High 0.9196 0.9238 0.0042 0.5% 0.9290
Low 0.9170 0.9186 0.0016 0.2% 0.9165
Close 0.9196 0.9224 0.0028 0.3% 0.9196
Range 0.0026 0.0052 0.0026 100.0% 0.0125
ATR 0.0045 0.0046 0.0000 1.1% 0.0000
Volume 73 218 145 198.6% 2,122
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9372 0.9350 0.9253
R3 0.9320 0.9298 0.9238
R2 0.9268 0.9268 0.9234
R1 0.9246 0.9246 0.9229 0.9257
PP 0.9216 0.9216 0.9216 0.9222
S1 0.9194 0.9194 0.9219 0.9205
S2 0.9164 0.9164 0.9214
S3 0.9112 0.9142 0.9210
S4 0.9060 0.9090 0.9195
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9592 0.9519 0.9265
R3 0.9467 0.9394 0.9230
R2 0.9342 0.9342 0.9219
R1 0.9269 0.9269 0.9207 0.9243
PP 0.9217 0.9217 0.9217 0.9204
S1 0.9144 0.9144 0.9185 0.9118
S2 0.9092 0.9092 0.9173
S3 0.8967 0.9019 0.9162
S4 0.8842 0.8894 0.9127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9276 0.9165 0.0111 1.2% 0.0047 0.5% 53% False False 390
10 0.9290 0.9165 0.0125 1.4% 0.0049 0.5% 47% False False 407
20 0.9364 0.9165 0.0199 2.2% 0.0046 0.5% 30% False False 272
40 0.9394 0.9165 0.0229 2.5% 0.0041 0.4% 26% False False 196
60 0.9394 0.9087 0.0307 3.3% 0.0034 0.4% 45% False False 134
80 0.9394 0.9087 0.0307 3.3% 0.0027 0.3% 45% False False 101
100 0.9394 0.8964 0.0430 4.7% 0.0023 0.3% 60% False False 81
120 0.9394 0.8750 0.0644 7.0% 0.0020 0.2% 74% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9459
2.618 0.9374
1.618 0.9322
1.000 0.9290
0.618 0.9270
HIGH 0.9238
0.618 0.9218
0.500 0.9212
0.382 0.9206
LOW 0.9186
0.618 0.9154
1.000 0.9134
1.618 0.9102
2.618 0.9050
4.250 0.8965
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 0.9220 0.9217
PP 0.9216 0.9211
S1 0.9212 0.9204

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

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