CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 0.8817 0.8792 -0.0025 -0.3% 0.8838
High 0.8828 0.8794 -0.0034 -0.4% 0.8861
Low 0.8816 0.8782 -0.0034 -0.4% 0.8741
Close 0.8826 0.8794 -0.0032 -0.4% 0.8815
Range 0.0012 0.0012 0.0000 0.0% 0.0120
ATR 0.0055 0.0054 -0.0001 -1.4% 0.0000
Volume 26 50 24 92.3% 111
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8826 0.8822 0.8801
R3 0.8814 0.8810 0.8797
R2 0.8802 0.8802 0.8796
R1 0.8798 0.8798 0.8795 0.8800
PP 0.8790 0.8790 0.8790 0.8791
S1 0.8786 0.8786 0.8793 0.8788
S2 0.8778 0.8778 0.8792
S3 0.8766 0.8774 0.8791
S4 0.8754 0.8762 0.8787
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% 0.0023 0.3% 52% False False 28
10 0.8910 0.8741 0.0169 1.9% 0.0042 0.5% 31% False False 22
20 0.9049 0.8741 0.0308 3.5% 0.0037 0.4% 17% False False 13
40 0.9394 0.8741 0.0653 7.4% 0.0029 0.3% 8% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 0.8845
2.618 0.8825
1.618 0.8813
1.000 0.8806
0.618 0.8801
HIGH 0.8794
0.618 0.8789
0.500 0.8788
0.382 0.8787
LOW 0.8782
0.618 0.8775
1.000 0.8770
1.618 0.8763
2.618 0.8751
4.250 0.8731
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 0.8792 0.8812
PP 0.8790 0.8806
S1 0.8788 0.8800

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

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