CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 0.9211 0.9232 0.0021 0.2% 0.9245
High 0.9236 0.9256 0.0020 0.2% 0.9267
Low 0.9159 0.9223 0.0064 0.7% 0.9159
Close 0.9230 0.9244 0.0014 0.2% 0.9244
Range 0.0077 0.0033 -0.0044 -57.1% 0.0108
ATR 0.0045 0.0044 -0.0001 -1.9% 0.0000
Volume 963 1,324 361 37.5% 3,354
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9340 0.9325 0.9262
R3 0.9307 0.9292 0.9253
R2 0.9274 0.9274 0.9250
R1 0.9259 0.9259 0.9247 0.9267
PP 0.9241 0.9241 0.9241 0.9245
S1 0.9226 0.9226 0.9241 0.9234
S2 0.9208 0.9208 0.9238
S3 0.9175 0.9193 0.9235
S4 0.9142 0.9160 0.9226
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9547 0.9504 0.9303
R3 0.9439 0.9396 0.9274
R2 0.9331 0.9331 0.9264
R1 0.9288 0.9288 0.9254 0.9256
PP 0.9223 0.9223 0.9223 0.9207
S1 0.9180 0.9180 0.9234 0.9148
S2 0.9115 0.9115 0.9224
S3 0.9007 0.9072 0.9214
S4 0.8899 0.8964 0.9185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9267 0.9159 0.0108 1.2% 0.0042 0.5% 79% False False 670
10 0.9267 0.9159 0.0108 1.2% 0.0038 0.4% 79% False False 495
20 0.9321 0.9159 0.0162 1.8% 0.0045 0.5% 52% False False 432
40 0.9394 0.9159 0.0235 2.5% 0.0043 0.5% 36% False False 293
60 0.9394 0.9122 0.0272 2.9% 0.0036 0.4% 45% False False 203
80 0.9394 0.9087 0.0307 3.3% 0.0030 0.3% 51% False False 154
100 0.9394 0.9061 0.0333 3.6% 0.0026 0.3% 55% False False 123
120 0.9394 0.8802 0.0592 6.4% 0.0022 0.2% 75% False False 103
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9396
2.618 0.9342
1.618 0.9309
1.000 0.9289
0.618 0.9276
HIGH 0.9256
0.618 0.9243
0.500 0.9240
0.382 0.9236
LOW 0.9223
0.618 0.9203
1.000 0.9190
1.618 0.9170
2.618 0.9137
4.250 0.9083
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 0.9243 0.9232
PP 0.9241 0.9220
S1 0.9240 0.9208

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

View Archives - Comment on this page... - Back to Index of Symbols