CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 0.8800 0.8870 0.0070 0.8% 0.8762
High 0.8904 0.8878 -0.0026 -0.3% 0.8904
Low 0.8797 0.8847 0.0050 0.6% 0.8745
Close 0.8880 0.8869 -0.0011 -0.1% 0.8880
Range 0.0107 0.0031 -0.0076 -71.0% 0.0159
ATR 0.0060 0.0058 -0.0002 -3.2% 0.0000
Volume 175 375 200 114.3% 755
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8958 0.8944 0.8886
R3 0.8927 0.8913 0.8878
R2 0.8896 0.8896 0.8875
R1 0.8882 0.8882 0.8872 0.8874
PP 0.8865 0.8865 0.8865 0.8860
S1 0.8851 0.8851 0.8866 0.8843
S2 0.8834 0.8834 0.8863
S3 0.8803 0.8820 0.8860
S4 0.8772 0.8789 0.8852
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% 0.0065 0.7% 78% False False 226
10 0.8904 0.8745 0.0159 1.8% 0.0047 0.5% 78% False False 124
20 0.9045 0.8741 0.0304 3.4% 0.0046 0.5% 42% False False 68
40 0.9323 0.8741 0.0582 6.6% 0.0038 0.4% 22% False False 36
60 0.9557 0.8741 0.0816 9.2% 0.0026 0.3% 16% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9010
2.618 0.8959
1.618 0.8928
1.000 0.8909
0.618 0.8897
HIGH 0.8878
0.618 0.8866
0.500 0.8863
0.382 0.8859
LOW 0.8847
0.618 0.8828
1.000 0.8816
1.618 0.8797
2.618 0.8766
4.250 0.8715
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 0.8867 0.8857
PP 0.8865 0.8844
S1 0.8863 0.8832

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

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