CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 0.9245 0.9248 0.0003 0.0% 0.9200
High 0.9255 0.9267 0.0012 0.1% 0.9256
Low 0.9236 0.9227 -0.0009 -0.1% 0.9170
Close 0.9249 0.9234 -0.0015 -0.2% 0.9248
Range 0.0019 0.0040 0.0021 110.5% 0.0086
ATR 0.0043 0.0042 0.0000 -0.4% 0.0000
Volume 298 237 -61 -20.5% 1,605
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9363 0.9338 0.9256
R3 0.9323 0.9298 0.9245
R2 0.9283 0.9283 0.9241
R1 0.9258 0.9258 0.9238 0.9251
PP 0.9243 0.9243 0.9243 0.9239
S1 0.9218 0.9218 0.9230 0.9211
S2 0.9203 0.9203 0.9227
S3 0.9163 0.9178 0.9223
S4 0.9123 0.9138 0.9212
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9483 0.9451 0.9295
R3 0.9397 0.9365 0.9272
R2 0.9311 0.9311 0.9264
R1 0.9279 0.9279 0.9256 0.9295
PP 0.9225 0.9225 0.9225 0.9233
S1 0.9193 0.9193 0.9240 0.9209
S2 0.9139 0.9139 0.9232
S3 0.9053 0.9107 0.9224
S4 0.8967 0.9021 0.9201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9267 0.9186 0.0081 0.9% 0.0037 0.4% 59% True False 326
10 0.9290 0.9165 0.0125 1.4% 0.0045 0.5% 55% False False 368
20 0.9364 0.9165 0.0199 2.2% 0.0044 0.5% 35% False False 323
40 0.9394 0.9165 0.0229 2.5% 0.0041 0.4% 30% False False 224
60 0.9394 0.9095 0.0299 3.2% 0.0033 0.4% 46% False False 157
80 0.9394 0.9087 0.0307 3.3% 0.0028 0.3% 48% False False 118
100 0.9394 0.9061 0.0333 3.6% 0.0024 0.3% 52% False False 95
120 0.9394 0.8750 0.0644 7.0% 0.0021 0.2% 75% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9437
2.618 0.9372
1.618 0.9332
1.000 0.9307
0.618 0.9292
HIGH 0.9267
0.618 0.9252
0.500 0.9247
0.382 0.9242
LOW 0.9227
0.618 0.9202
1.000 0.9187
1.618 0.9162
2.618 0.9122
4.250 0.9057
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 0.9247 0.9245
PP 0.9243 0.9241
S1 0.9238 0.9238

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

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