CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 0.8687 0.8759 0.0072 0.8% 0.8706
High 0.8783 0.8762 -0.0021 -0.2% 0.8783
Low 0.8685 0.8598 -0.0087 -1.0% 0.8598
Close 0.8760 0.8628 -0.0132 -1.5% 0.8628
Range 0.0098 0.0164 0.0066 67.3% 0.0185
ATR 0.0080 0.0086 0.0006 7.5% 0.0000
Volume 151,496 143,703 -7,793 -5.1% 717,191
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9155 0.9055 0.8718
R3 0.8991 0.8891 0.8673
R2 0.8827 0.8827 0.8658
R1 0.8727 0.8727 0.8643 0.8695
PP 0.8663 0.8663 0.8663 0.8647
S1 0.8563 0.8563 0.8613 0.8531
S2 0.8499 0.8499 0.8598
S3 0.8335 0.8399 0.8583
S4 0.8171 0.8235 0.8538
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9225 0.9111 0.8730
R3 0.9040 0.8926 0.8679
R2 0.8855 0.8855 0.8662
R1 0.8741 0.8741 0.8645 0.8706
PP 0.8670 0.8670 0.8670 0.8652
S1 0.8556 0.8556 0.8611 0.8521
S2 0.8485 0.8485 0.8594
S3 0.8300 0.8371 0.8577
S4 0.8115 0.8186 0.8526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8783 0.8598 0.0185 2.1% 0.0099 1.1% 16% False True 143,438
10 0.8897 0.8598 0.0299 3.5% 0.0092 1.1% 10% False True 136,474
20 0.9310 0.8598 0.0712 8.3% 0.0095 1.1% 4% False True 118,578
40 0.9338 0.8598 0.0740 8.6% 0.0070 0.8% 4% False True 60,097
60 0.9364 0.8598 0.0766 8.9% 0.0062 0.7% 4% False True 40,150
80 0.9394 0.8598 0.0796 9.2% 0.0055 0.6% 4% False True 30,133
100 0.9394 0.8598 0.0796 9.2% 0.0047 0.5% 4% False True 24,107
120 0.9394 0.8598 0.0796 9.2% 0.0041 0.5% 4% False True 20,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 173 trading days
Fibonacci Retracements and Extensions
4.250 0.9459
2.618 0.9191
1.618 0.9027
1.000 0.8926
0.618 0.8863
HIGH 0.8762
0.618 0.8699
0.500 0.8680
0.382 0.8661
LOW 0.8598
0.618 0.8497
1.000 0.8434
1.618 0.8333
2.618 0.8169
4.250 0.7901
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 0.8680 0.8691
PP 0.8663 0.8670
S1 0.8645 0.8649

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

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