CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 0.8996 0.8965 -0.0031 -0.3% 0.9041
High 0.8996 0.8995 -0.0001 0.0% 0.9049
Low 0.8985 0.8965 -0.0020 -0.2% 0.8899
Close 0.8985 0.8995 0.0010 0.1% 0.8985
Range 0.0011 0.0030 0.0019 172.7% 0.0150
ATR 0.0053 0.0051 -0.0002 -3.1% 0.0000
Volume 5 3 -2 -40.0% 29
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9075 0.9065 0.9012
R3 0.9045 0.9035 0.9003
R2 0.9015 0.9015 0.9001
R1 0.9005 0.9005 0.8998 0.9010
PP 0.8985 0.8985 0.8985 0.8988
S1 0.8975 0.8975 0.8992 0.8980
S2 0.8955 0.8955 0.8990
S3 0.8925 0.8945 0.8987
S4 0.8895 0.8915 0.8979
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9428 0.9356 0.9068
R3 0.9278 0.9206 0.9026
R2 0.9128 0.9128 0.9013
R1 0.9056 0.9056 0.8999 0.9017
PP 0.8978 0.8978 0.8978 0.8958
S1 0.8906 0.8906 0.8971 0.8867
S2 0.8828 0.8828 0.8958
S3 0.8678 0.8756 0.8944
S4 0.8528 0.8606 0.8903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9022 0.8899 0.0123 1.4% 0.0022 0.2% 78% False False 5
10 0.9070 0.8899 0.0171 1.9% 0.0033 0.4% 56% False False 5
20 0.9296 0.8899 0.0397 4.4% 0.0032 0.4% 24% False False 4
40 0.9557 0.8899 0.0658 7.3% 0.0017 0.2% 15% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9123
2.618 0.9074
1.618 0.9044
1.000 0.9025
0.618 0.9014
HIGH 0.8995
0.618 0.8984
0.500 0.8980
0.382 0.8976
LOW 0.8965
0.618 0.8946
1.000 0.8935
1.618 0.8916
2.618 0.8886
4.250 0.8838
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 0.8990 0.8988
PP 0.8985 0.8981
S1 0.8980 0.8975

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

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