CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 0.9015 0.8985 -0.0030 -0.3% 0.9022
High 0.9015 0.8985 -0.0030 -0.3% 0.9070
Low 0.8955 0.8985 0.0030 0.3% 0.8955
Close 0.8959 0.8985 0.0026 0.3% 0.8985
Range 0.0060 0.0000 -0.0060 -100.0% 0.0115
ATR 0.0049 0.0048 -0.0002 -3.4% 0.0000
Volume 5 7 2 40.0% 21
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.8985 0.8985 0.8985
R3 0.8985 0.8985 0.8985
R2 0.8985 0.8985 0.8985
R1 0.8985 0.8985 0.8985 0.8985
PP 0.8985 0.8985 0.8985 0.8985
S1 0.8985 0.8985 0.8985 0.8985
S2 0.8985 0.8985 0.8985
S3 0.8985 0.8985 0.8985
S4 0.8985 0.8985 0.8985
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9348 0.9282 0.9048
R3 0.9233 0.9167 0.9017
R2 0.9118 0.9118 0.9006
R1 0.9052 0.9052 0.8996 0.9028
PP 0.9003 0.9003 0.9003 0.8991
S1 0.8937 0.8937 0.8974 0.8913
S2 0.8888 0.8888 0.8964
S3 0.8773 0.8822 0.8953
S4 0.8658 0.8707 0.8922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9110 0.8955 0.0155 1.7% 0.0045 0.5% 19% False False 5
10 0.9296 0.8955 0.0341 3.8% 0.0039 0.4% 9% False False 4
20 0.9394 0.8955 0.0439 4.9% 0.0023 0.3% 7% False False 2
40 0.9557 0.8955 0.0602 6.7% 0.0013 0.1% 5% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8985
2.618 0.8985
1.618 0.8985
1.000 0.8985
0.618 0.8985
HIGH 0.8985
0.618 0.8985
0.500 0.8985
0.382 0.8985
LOW 0.8985
0.618 0.8985
1.000 0.8985
1.618 0.8985
2.618 0.8985
4.250 0.8985
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 0.8985 0.9013
PP 0.8985 0.9003
S1 0.8985 0.8994

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

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