CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 0.9070 0.9015 -0.0055 -0.6% 0.9240
High 0.9070 0.9015 -0.0055 -0.6% 0.9296
Low 0.9001 0.8955 -0.0046 -0.5% 0.9040
Close 0.9016 0.8959 -0.0057 -0.6% 0.9044
Range 0.0069 0.0060 -0.0009 -13.0% 0.0256
ATR 0.0048 0.0049 0.0001 1.9% 0.0000
Volume 4 5 1 25.0% 15
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9156 0.9118 0.8992
R3 0.9096 0.9058 0.8976
R2 0.9036 0.9036 0.8970
R1 0.8998 0.8998 0.8965 0.8987
PP 0.8976 0.8976 0.8976 0.8971
S1 0.8938 0.8938 0.8954 0.8927
S2 0.8916 0.8916 0.8948
S3 0.8856 0.8878 0.8943
S4 0.8796 0.8818 0.8926
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9895 0.9725 0.9185
R3 0.9639 0.9469 0.9114
R2 0.9383 0.9383 0.9091
R1 0.9213 0.9213 0.9067 0.9170
PP 0.9127 0.9127 0.9127 0.9105
S1 0.8957 0.8957 0.9021 0.8914
S2 0.8871 0.8871 0.8997
S3 0.8615 0.8701 0.8974
S4 0.8359 0.8445 0.8903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9165 0.8955 0.0210 2.3% 0.0059 0.7% 2% False True 3
10 0.9296 0.8955 0.0341 3.8% 0.0042 0.5% 1% False True 3
20 0.9394 0.8955 0.0439 4.9% 0.0023 0.3% 1% False True 2
40 0.9557 0.8955 0.0602 6.7% 0.0013 0.1% 1% False True 2
Crabel Price Patterns
NR True
NR4 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9270
2.618 0.9172
1.618 0.9112
1.000 0.9075
0.618 0.9052
HIGH 0.9015
0.618 0.8992
0.500 0.8985
0.382 0.8978
LOW 0.8955
0.618 0.8918
1.000 0.8895
1.618 0.8858
2.618 0.8798
4.250 0.8700
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 0.8985 0.9013
PP 0.8976 0.8995
S1 0.8968 0.8977

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

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