CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 0.8779 0.8800 0.0021 0.2% 0.8762
High 0.8836 0.8904 0.0068 0.8% 0.8904
Low 0.8760 0.8797 0.0037 0.4% 0.8745
Close 0.8811 0.8880 0.0069 0.8% 0.8880
Range 0.0076 0.0107 0.0031 40.8% 0.0159
ATR 0.0056 0.0060 0.0004 6.4% 0.0000
Volume 114 175 61 53.5% 755
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9181 0.9138 0.8939
R3 0.9074 0.9031 0.8909
R2 0.8967 0.8967 0.8900
R1 0.8924 0.8924 0.8890 0.8946
PP 0.8860 0.8860 0.8860 0.8871
S1 0.8817 0.8817 0.8870 0.8839
S2 0.8753 0.8753 0.8860
S3 0.8646 0.8710 0.8851
S4 0.8539 0.8603 0.8821
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9320 0.9259 0.8967
R3 0.9161 0.9100 0.8924
R2 0.9002 0.9002 0.8909
R1 0.8941 0.8941 0.8895 0.8972
PP 0.8843 0.8843 0.8843 0.8858
S1 0.8782 0.8782 0.8865 0.8813
S2 0.8684 0.8684 0.8851
S3 0.8525 0.8623 0.8836
S4 0.8366 0.8464 0.8793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8904 0.8745 0.0159 1.8% 0.0070 0.8% 85% True False 153
10 0.8904 0.8741 0.0163 1.8% 0.0046 0.5% 85% True False 91
20 0.9045 0.8741 0.0304 3.4% 0.0044 0.5% 46% False False 50
40 0.9394 0.8741 0.0653 7.4% 0.0037 0.4% 21% False False 27
60 0.9557 0.8741 0.0816 9.2% 0.0026 0.3% 17% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 0.9359
2.618 0.9184
1.618 0.9077
1.000 0.9011
0.618 0.8970
HIGH 0.8904
0.618 0.8863
0.500 0.8851
0.382 0.8838
LOW 0.8797
0.618 0.8731
1.000 0.8690
1.618 0.8624
2.618 0.8517
4.250 0.8342
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 0.8870 0.8864
PP 0.8860 0.8848
S1 0.8851 0.8832

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

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