CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	0.9296	0.9301	0.0005	0.1%	0.9222
High	0.9320	0.9305	-0.0015	-0.2%	0.9320
Low	0.9279	0.9225	-0.0054	-0.6%	0.9200
Close	0.9295	0.9237	-0.0058	-0.6%	0.9295
Range	0.0041	0.0080	0.0039	95.1%	0.0120
ATR	0.0058	0.0060	0.0002	2.6%	0.0000
Volume	59,922	60,819	897	1.5%	271,257

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9496	0.9446	0.9281
R3	0.9416	0.9366	0.9259
R2	0.9336	0.9336	0.9252
R1	0.9286	0.9286	0.9244	0.9271
PP	0.9256	0.9256	0.9256	0.9248
S1	0.9206	0.9206	0.9230	0.9191
S2	0.9176	0.9176	0.9222
S3	0.9096	0.9126	0.9215
S4	0.9016	0.9046	0.9193

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9632	0.9583	0.9361
R3	0.9512	0.9463	0.9328
R2	0.9392	0.9392	0.9317
R1	0.9343	0.9343	0.9306	0.9368
PP	0.9272	0.9272	0.9272	0.9284
S1	0.9223	0.9223	0.9284	0.9248
S2	0.9152	0.9152	0.9273
S3	0.9032	0.9103	0.9262
S4	0.8912	0.8983	0.9229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9320	0.9200	0.0120	1.3%	0.0066	0.7%	31%	False	False	66,415
10	0.9351	0.9192	0.0159	1.7%	0.0061	0.7%	28%	False	False	64,038
20	0.9388	0.9192	0.0196	2.1%	0.0057	0.6%	23%	False	False	60,149
40	0.9419	0.9175	0.0244	2.6%	0.0061	0.7%	25%	False	False	61,675
60	0.9419	0.8866	0.0553	6.0%	0.0065	0.7%	67%	False	False	62,868
80	0.9419	0.8829	0.0590	6.4%	0.0066	0.7%	69%	False	False	47,486
100	0.9419	0.8586	0.0833	9.0%	0.0071	0.8%	78%	False	False	38,044
120	0.9419	0.8586	0.0833	9.0%	0.0067	0.7%	78%	False	False	31,716

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9645
2.618	0.9514
1.618	0.9434
1.000	0.9385
0.618	0.9354
HIGH	0.9305
0.618	0.9274
0.500	0.9265
0.382	0.9256
LOW	0.9225
0.618	0.9176
1.000	0.9145
1.618	0.9096
2.618	0.9016
4.250	0.8885

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	0.9265	0.9260
PP	0.9256	0.9252
S1	0.9246	0.9245

Download as Excel Spreadsheet

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

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