CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 0.8870 0.8830 -0.0040 -0.5% 0.8762
High 0.8870 0.8857 -0.0013 -0.1% 0.8904
Low 0.8803 0.8807 0.0004 0.0% 0.8745
Close 0.8827 0.8816 -0.0011 -0.1% 0.8880
Range 0.0067 0.0050 -0.0017 -25.4% 0.0159
ATR 0.0059 0.0058 -0.0001 -1.1% 0.0000
Volume 195 43 -152 -77.9% 755
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8977 0.8946 0.8844
R3 0.8927 0.8896 0.8830
R2 0.8877 0.8877 0.8825
R1 0.8846 0.8846 0.8821 0.8837
PP 0.8827 0.8827 0.8827 0.8822
S1 0.8796 0.8796 0.8811 0.8787
S2 0.8777 0.8777 0.8807
S3 0.8727 0.8746 0.8802
S4 0.8677 0.8696 0.8789
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% 0.0066 0.8% 39% False False 180
10 0.8904 0.8745 0.0159 1.8% 0.0052 0.6% 45% False False 145
20 0.9045 0.8741 0.0304 3.4% 0.0050 0.6% 25% False False 80
40 0.9296 0.8741 0.0555 6.3% 0.0041 0.5% 14% False False 42
60 0.9557 0.8741 0.0816 9.3% 0.0028 0.3% 9% False False 28
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9070
2.618 0.8988
1.618 0.8938
1.000 0.8907
0.618 0.8888
HIGH 0.8857
0.618 0.8838
0.500 0.8832
0.382 0.8826
LOW 0.8807
0.618 0.8776
1.000 0.8757
1.618 0.8726
2.618 0.8676
4.250 0.8595
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 0.8832 0.8841
PP 0.8827 0.8832
S1 0.8821 0.8824

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

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