CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 0.9041 0.8967 -0.0074 -0.8% 0.9022
High 0.9049 0.9022 -0.0027 -0.3% 0.9070
Low 0.8985 0.8967 -0.0018 -0.2% 0.8955
Close 0.8985 0.9022 0.0037 0.4% 0.8985
Range 0.0064 0.0055 -0.0009 -14.1% 0.0115
ATR 0.0049 0.0049 0.0000 0.9% 0.0000
Volume 7 10 3 42.9% 21
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9169 0.9150 0.9052
R3 0.9114 0.9095 0.9037
R2 0.9059 0.9059 0.9032
R1 0.9040 0.9040 0.9027 0.9050
PP 0.9004 0.9004 0.9004 0.9008
S1 0.8985 0.8985 0.9017 0.8995
S2 0.8949 0.8949 0.9012
S3 0.8894 0.8930 0.9007
S4 0.8839 0.8875 0.8992
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 0.9070 0.8955 0.0115 1.3% 0.0050 0.5% 58% False False 6
10 0.9296 0.8955 0.0341 3.8% 0.0049 0.5% 20% False False 4
20 0.9394 0.8955 0.0439 4.9% 0.0029 0.3% 15% False False 3
40 0.9557 0.8955 0.0602 6.7% 0.0016 0.2% 11% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9256
2.618 0.9166
1.618 0.9111
1.000 0.9077
0.618 0.9056
HIGH 0.9022
0.618 0.9001
0.500 0.8995
0.382 0.8988
LOW 0.8967
0.618 0.8933
1.000 0.8912
1.618 0.8878
2.618 0.8823
4.250 0.8733
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 0.9013 0.9017
PP 0.9004 0.9013
S1 0.8995 0.9008

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

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