CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 0.9270 0.9165 -0.0105 -1.1% 0.9211
High 0.9270 0.9165 -0.0105 -1.1% 0.9231
Low 0.9202 0.9095 -0.0107 -1.2% 0.9150
Close 0.9202 0.9095 -0.0107 -1.2% 0.9231
Range 0.0068 0.0070 0.0002 2.9% 0.0081
ATR 0.0042 0.0047 0.0005 11.1% 0.0000
Volume 3 1 -2 -66.7% 16
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9328 0.9282 0.9134
R3 0.9258 0.9212 0.9114
R2 0.9188 0.9188 0.9108
R1 0.9142 0.9142 0.9101 0.9130
PP 0.9118 0.9118 0.9118 0.9113
S1 0.9072 0.9072 0.9089 0.9060
S2 0.9048 0.9048 0.9082
S3 0.8978 0.9002 0.9076
S4 0.8908 0.8932 0.9057
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 0.9095 0.0201 2.2% 0.0033 0.4% 0% False True 3
10 0.9296 0.9095 0.0201 2.2% 0.0024 0.3% 0% False True 2
20 0.9439 0.9095 0.0344 3.8% 0.0013 0.1% 0% False True 2
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 0.0001
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 0.9463
2.618 0.9348
1.618 0.9278
1.000 0.9235
0.618 0.9208
HIGH 0.9165
0.618 0.9138
0.500 0.9130
0.382 0.9122
LOW 0.9095
0.618 0.9052
1.000 0.9025
1.618 0.8982
2.618 0.8912
4.250 0.8798
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 0.9130 0.9196
PP 0.9118 0.9162
S1 0.9107 0.9129

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

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