CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 0.8824 0.8817 -0.0007 -0.1% 0.8838
High 0.8842 0.8828 -0.0014 -0.2% 0.8861
Low 0.8824 0.8816 -0.0008 -0.1% 0.8741
Close 0.8833 0.8826 -0.0007 -0.1% 0.8815
Range 0.0018 0.0012 -0.0006 -33.3% 0.0120
ATR 0.0058 0.0055 -0.0003 -5.0% 0.0000
Volume 18 26 8 44.4% 111
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8859 0.8855 0.8833
R3 0.8847 0.8843 0.8829
R2 0.8835 0.8835 0.8828
R1 0.8831 0.8831 0.8827 0.8833
PP 0.8823 0.8823 0.8823 0.8825
S1 0.8819 0.8819 0.8825 0.8821
S2 0.8811 0.8811 0.8824
S3 0.8799 0.8807 0.8823
S4 0.8787 0.8795 0.8819
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% 0.0038 0.4% 84% False False 24
10 0.8954 0.8741 0.0213 2.4% 0.0041 0.5% 40% False False 17
20 0.9070 0.8741 0.0329 3.7% 0.0039 0.4% 26% False False 11
40 0.9394 0.8741 0.0653 7.4% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8879
2.618 0.8859
1.618 0.8847
1.000 0.8840
0.618 0.8835
HIGH 0.8828
0.618 0.8823
0.500 0.8822
0.382 0.8821
LOW 0.8816
0.618 0.8809
1.000 0.8804
1.618 0.8797
2.618 0.8785
4.250 0.8765
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 0.8825 0.8822
PP 0.8823 0.8818
S1 0.8822 0.8814

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

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