CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 0.8838 0.8837 -0.0001 0.0% 0.8965
High 0.8861 0.8837 -0.0024 -0.3% 0.9045
Low 0.8838 0.8785 -0.0053 -0.6% 0.8812
Close 0.8843 0.8792 -0.0051 -0.6% 0.8855
Range 0.0023 0.0052 0.0029 126.1% 0.0233
ATR 0.0058 0.0058 0.0000 0.0% 0.0000
Volume 2 31 29 1,450.0% 26
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8961 0.8928 0.8821
R3 0.8909 0.8876 0.8806
R2 0.8857 0.8857 0.8802
R1 0.8824 0.8824 0.8797 0.8815
PP 0.8805 0.8805 0.8805 0.8800
S1 0.8772 0.8772 0.8787 0.8763
S2 0.8753 0.8753 0.8782
S3 0.8701 0.8720 0.8778
S4 0.8649 0.8668 0.8763
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9603 0.9462 0.8983
R3 0.9370 0.9229 0.8919
R2 0.9137 0.9137 0.8898
R1 0.8996 0.8996 0.8876 0.8950
PP 0.8904 0.8904 0.8904 0.8881
S1 0.8763 0.8763 0.8834 0.8717
S2 0.8671 0.8671 0.8812
S3 0.8438 0.8530 0.8791
S4 0.8205 0.8297 0.8727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8954 0.8785 0.0169 1.9% 0.0043 0.5% 4% False True 11
10 0.9045 0.8785 0.0260 3.0% 0.0035 0.4% 3% False True 7
20 0.9296 0.8785 0.0511 5.8% 0.0042 0.5% 1% False True 5
40 0.9557 0.8785 0.0772 8.8% 0.0024 0.3% 1% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9058
2.618 0.8973
1.618 0.8921
1.000 0.8889
0.618 0.8869
HIGH 0.8837
0.618 0.8817
0.500 0.8811
0.382 0.8805
LOW 0.8785
0.618 0.8753
1.000 0.8733
1.618 0.8701
2.618 0.8649
4.250 0.8564
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 0.8811 0.8823
PP 0.8805 0.8813
S1 0.8798 0.8802

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

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