CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 0.8785 0.8824 0.0039 0.4% 0.8838
High 0.8831 0.8842 0.0011 0.1% 0.8861
Low 0.8785 0.8824 0.0039 0.4% 0.8741
Close 0.8815 0.8833 0.0018 0.2% 0.8815
Range 0.0046 0.0018 -0.0028 -60.9% 0.0120
ATR 0.0060 0.0058 -0.0002 -3.9% 0.0000
Volume 5 18 13 260.0% 111
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8887 0.8878 0.8843
R3 0.8869 0.8860 0.8838
R2 0.8851 0.8851 0.8836
R1 0.8842 0.8842 0.8835 0.8847
PP 0.8833 0.8833 0.8833 0.8835
S1 0.8824 0.8824 0.8831 0.8829
S2 0.8815 0.8815 0.8830
S3 0.8797 0.8806 0.8828
S4 0.8779 0.8788 0.8823
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9166 0.9110 0.8881
R3 0.9046 0.8990 0.8848
R2 0.8926 0.8926 0.8837
R1 0.8870 0.8870 0.8826 0.8838
PP 0.8806 0.8806 0.8806 0.8790
S1 0.8750 0.8750 0.8804 0.8718
S2 0.8686 0.8686 0.8793
S3 0.8566 0.8630 0.8782
S4 0.8446 0.8510 0.8749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8842 0.8741 0.0101 1.1% 0.0046 0.5% 91% True False 25
10 0.9045 0.8741 0.0304 3.4% 0.0047 0.5% 30% False False 15
20 0.9070 0.8741 0.0329 3.7% 0.0040 0.5% 28% False False 10
40 0.9436 0.8741 0.0695 7.9% 0.0028 0.3% 13% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8919
2.618 0.8889
1.618 0.8871
1.000 0.8860
0.618 0.8853
HIGH 0.8842
0.618 0.8835
0.500 0.8833
0.382 0.8831
LOW 0.8824
0.618 0.8813
1.000 0.8806
1.618 0.8795
2.618 0.8777
4.250 0.8748
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 0.8833 0.8819
PP 0.8833 0.8805
S1 0.8833 0.8792

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

View Archives - Comment on this page... - Back to Index of Symbols