CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 0.8965 0.8954 -0.0011 -0.1% 0.9041
High 0.9045 0.8954 -0.0091 -1.0% 0.9049
Low 0.8965 0.8954 -0.0011 -0.1% 0.8899
Close 0.9044 0.8954 -0.0090 -1.0% 0.8985
Range 0.0080 0.0000 -0.0080 -100.0% 0.0150
ATR 0.0053 0.0056 0.0003 5.0% 0.0000
Volume 1 3 2 200.0% 29
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8954 0.8954 0.8954
R3 0.8954 0.8954 0.8954
R2 0.8954 0.8954 0.8954
R1 0.8954 0.8954 0.8954 0.8954
PP 0.8954 0.8954 0.8954 0.8954
S1 0.8954 0.8954 0.8954 0.8954
S2 0.8954 0.8954 0.8954
S3 0.8954 0.8954 0.8954
S4 0.8954 0.8954 0.8954
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 0.9045 0.8953 0.0092 1.0% 0.0024 0.3% 1% False False 3
10 0.9049 0.8899 0.0150 1.7% 0.0032 0.4% 37% False False 4
20 0.9296 0.8899 0.0397 4.4% 0.0035 0.4% 14% False False 4
40 0.9557 0.8899 0.0658 7.3% 0.0019 0.2% 8% False False 3
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8954
2.618 0.8954
1.618 0.8954
1.000 0.8954
0.618 0.8954
HIGH 0.8954
0.618 0.8954
0.500 0.8954
0.382 0.8954
LOW 0.8954
0.618 0.8954
1.000 0.8954
1.618 0.8954
2.618 0.8954
4.250 0.8954
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 0.8954 0.9000
PP 0.8954 0.8984
S1 0.8954 0.8969

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

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