CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 0.8771 0.8824 0.0053 0.6% 0.8730
High 0.8852 0.8882 0.0030 0.3% 0.8798
Low 0.8765 0.8746 -0.0019 -0.2% 0.8688
Close 0.8826 0.8775 -0.0051 -0.6% 0.8765
Range 0.0087 0.0136 0.0049 56.3% 0.0110
ATR 0.0091 0.0094 0.0003 3.5% 0.0000
Volume 76,657 116,915 40,258 52.5% 403,532
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9209 0.9128 0.8850
R3 0.9073 0.8992 0.8812
R2 0.8937 0.8937 0.8800
R1 0.8856 0.8856 0.8787 0.8829
PP 0.8801 0.8801 0.8801 0.8787
S1 0.8720 0.8720 0.8763 0.8693
S2 0.8665 0.8665 0.8750
S3 0.8529 0.8584 0.8738
S4 0.8393 0.8448 0.8700
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9080 0.9033 0.8826
R3 0.8970 0.8923 0.8795
R2 0.8860 0.8860 0.8785
R1 0.8813 0.8813 0.8775 0.8837
PP 0.8750 0.8750 0.8750 0.8762
S1 0.8703 0.8703 0.8755 0.8727
S2 0.8640 0.8640 0.8745
S3 0.8530 0.8593 0.8735
S4 0.8420 0.8483 0.8705
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8882 0.8688 0.0194 2.2% 0.0085 1.0% 45% True False 84,516
10 0.8882 0.8650 0.0232 2.6% 0.0083 0.9% 54% True False 88,250
20 0.8882 0.8598 0.0284 3.2% 0.0106 1.2% 62% True False 112,910
40 0.9338 0.8598 0.0740 8.4% 0.0097 1.1% 24% False False 108,680
60 0.9338 0.8598 0.0740 8.4% 0.0081 0.9% 24% False False 72,799
80 0.9364 0.8598 0.0766 8.7% 0.0071 0.8% 23% False False 54,655
100 0.9394 0.8598 0.0796 9.1% 0.0063 0.7% 22% False False 43,736
120 0.9394 0.8598 0.0796 9.1% 0.0055 0.6% 22% False False 36,448
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 0.0023
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9460
2.618 0.9238
1.618 0.9102
1.000 0.9018
0.618 0.8966
HIGH 0.8882
0.618 0.8830
0.500 0.8814
0.382 0.8798
LOW 0.8746
0.618 0.8662
1.000 0.8610
1.618 0.8526
2.618 0.8390
4.250 0.8168
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 0.8814 0.8814
PP 0.8801 0.8801
S1 0.8788 0.8788

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

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