CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 0.8800 0.8797 -0.0003 0.0% 0.8870
High 0.8813 0.8913 0.0100 1.1% 0.8913
Low 0.8779 0.8797 0.0018 0.2% 0.8779
Close 0.8798 0.8901 0.0103 1.2% 0.8901
Range 0.0034 0.0116 0.0082 241.2% 0.0134
ATR 0.0057 0.0061 0.0004 7.5% 0.0000
Volume 61 145 84 137.7% 819
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9218 0.9176 0.8965
R3 0.9102 0.9060 0.8933
R2 0.8986 0.8986 0.8922
R1 0.8944 0.8944 0.8912 0.8965
PP 0.8870 0.8870 0.8870 0.8881
S1 0.8828 0.8828 0.8890 0.8849
S2 0.8754 0.8754 0.8880
S3 0.8638 0.8712 0.8869
S4 0.8522 0.8596 0.8837
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9266 0.9218 0.8975
R3 0.9132 0.9084 0.8938
R2 0.8998 0.8998 0.8926
R1 0.8950 0.8950 0.8913 0.8974
PP 0.8864 0.8864 0.8864 0.8877
S1 0.8816 0.8816 0.8889 0.8840
S2 0.8730 0.8730 0.8876
S3 0.8596 0.8682 0.8864
S4 0.8462 0.8548 0.8827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8913 0.8779 0.0134 1.5% 0.0060 0.7% 91% True False 163
10 0.8913 0.8745 0.0168 1.9% 0.0065 0.7% 93% True False 158
20 0.8913 0.8741 0.0172 1.9% 0.0053 0.6% 93% True False 90
40 0.9296 0.8741 0.0555 6.2% 0.0044 0.5% 29% False False 47
60 0.9557 0.8741 0.0816 9.2% 0.0030 0.3% 20% False False 32
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 0.0010
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 0.9406
2.618 0.9217
1.618 0.9101
1.000 0.9029
0.618 0.8985
HIGH 0.8913
0.618 0.8869
0.500 0.8855
0.382 0.8841
LOW 0.8797
0.618 0.8725
1.000 0.8681
1.618 0.8609
2.618 0.8493
4.250 0.8304
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 0.8886 0.8883
PP 0.8870 0.8864
S1 0.8855 0.8846

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

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