CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 0.9240 0.9296 0.0056 0.6% 0.9211
High 0.9246 0.9296 0.0050 0.5% 0.9231
Low 0.9240 0.9288 0.0048 0.5% 0.9150
Close 0.9246 0.9288 0.0042 0.5% 0.9231
Range 0.0006 0.0008 0.0002 33.3% 0.0081
ATR 0.0038 0.0038 0.0001 2.4% 0.0000
Volume 5 2 -3 -60.0% 16
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9315 0.9309 0.9292
R3 0.9307 0.9301 0.9290
R2 0.9299 0.9299 0.9289
R1 0.9293 0.9293 0.9289 0.9292
PP 0.9291 0.9291 0.9291 0.9290
S1 0.9285 0.9285 0.9287 0.9284
S2 0.9283 0.9283 0.9287
S3 0.9275 0.9277 0.9286
S4 0.9267 0.9269 0.9284
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9447 0.9420 0.9276
R3 0.9366 0.9339 0.9253
R2 0.9285 0.9285 0.9246
R1 0.9258 0.9258 0.9238 0.9272
PP 0.9204 0.9204 0.9204 0.9211
S1 0.9177 0.9177 0.9224 0.9191
S2 0.9123 0.9123 0.9216
S3 0.9042 0.9096 0.9209
S4 0.8961 0.9015 0.9186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9296 0.9165 0.0131 1.4% 0.0016 0.2% 94% True False 3
10 0.9394 0.9150 0.0244 2.6% 0.0010 0.1% 57% False False 2
20 0.9472 0.9150 0.0322 3.5% 0.0006 0.1% 43% False False 2
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9330
2.618 0.9317
1.618 0.9309
1.000 0.9304
0.618 0.9301
HIGH 0.9296
0.618 0.9293
0.500 0.9292
0.382 0.9291
LOW 0.9288
0.618 0.9283
1.000 0.9280
1.618 0.9275
2.618 0.9267
4.250 0.9254
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 0.9292 0.9278
PP 0.9291 0.9268
S1 0.9289 0.9258

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

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