CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 0.8870 0.8870 0.0000 0.0% 0.8762
High 0.8878 0.8870 -0.0008 -0.1% 0.8904
Low 0.8847 0.8803 -0.0044 -0.5% 0.8745
Close 0.8869 0.8827 -0.0042 -0.5% 0.8880
Range 0.0031 0.0067 0.0036 116.1% 0.0159
ATR 0.0058 0.0059 0.0001 1.1% 0.0000
Volume 375 195 -180 -48.0% 755
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9034 0.8998 0.8864
R3 0.8967 0.8931 0.8845
R2 0.8900 0.8900 0.8839
R1 0.8864 0.8864 0.8833 0.8849
PP 0.8833 0.8833 0.8833 0.8826
S1 0.8797 0.8797 0.8821 0.8782
S2 0.8766 0.8766 0.8815
S3 0.8699 0.8730 0.8809
S4 0.8632 0.8663 0.8790
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 0.8760 0.0144 1.6% 0.0061 0.7% 47% False False 210
10 0.8904 0.8745 0.0159 1.8% 0.0049 0.6% 52% False False 143
20 0.9045 0.8741 0.0304 3.4% 0.0049 0.6% 28% False False 78
40 0.9296 0.8741 0.0555 6.3% 0.0040 0.4% 15% False False 41
60 0.9557 0.8741 0.0816 9.2% 0.0027 0.3% 11% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9155
2.618 0.9045
1.618 0.8978
1.000 0.8937
0.618 0.8911
HIGH 0.8870
0.618 0.8844
0.500 0.8837
0.382 0.8829
LOW 0.8803
0.618 0.8762
1.000 0.8736
1.618 0.8695
2.618 0.8628
4.250 0.8518
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 0.8837 0.8851
PP 0.8833 0.8843
S1 0.8830 0.8835

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

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