CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 0.8837 0.8810 -0.0027 -0.3% 0.8965
High 0.8837 0.8835 -0.0002 0.0% 0.9045
Low 0.8785 0.8745 -0.0040 -0.5% 0.8812
Close 0.8792 0.8781 -0.0011 -0.1% 0.8855
Range 0.0052 0.0090 0.0038 73.1% 0.0233
ATR 0.0058 0.0060 0.0002 4.0% 0.0000
Volume 31 29 -2 -6.5% 26
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9057 0.9009 0.8831
R3 0.8967 0.8919 0.8806
R2 0.8877 0.8877 0.8798
R1 0.8829 0.8829 0.8789 0.8808
PP 0.8787 0.8787 0.8787 0.8777
S1 0.8739 0.8739 0.8773 0.8718
S2 0.8697 0.8697 0.8765
S3 0.8607 0.8649 0.8756
S4 0.8517 0.8559 0.8732
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 0.8910 0.8745 0.0165 1.9% 0.0061 0.7% 22% False True 16
10 0.9045 0.8745 0.0300 3.4% 0.0042 0.5% 12% False True 9
20 0.9270 0.8745 0.0525 6.0% 0.0046 0.5% 7% False True 7
40 0.9472 0.8745 0.0727 8.3% 0.0026 0.3% 5% False True 4
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9218
2.618 0.9071
1.618 0.8981
1.000 0.8925
0.618 0.8891
HIGH 0.8835
0.618 0.8801
0.500 0.8790
0.382 0.8779
LOW 0.8745
0.618 0.8689
1.000 0.8655
1.618 0.8599
2.618 0.8509
4.250 0.8363
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 0.8790 0.8803
PP 0.8787 0.8796
S1 0.8784 0.8788

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

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