CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 0.8797 0.8898 0.0101 1.1% 0.8870
High 0.8913 0.8987 0.0074 0.8% 0.8913
Low 0.8797 0.8897 0.0100 1.1% 0.8779
Close 0.8901 0.8967 0.0066 0.7% 0.8901
Range 0.0116 0.0090 -0.0026 -22.4% 0.0134
ATR 0.0061 0.0063 0.0002 3.4% 0.0000
Volume 145 280 135 93.1% 819
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9220 0.9184 0.9017
R3 0.9130 0.9094 0.8992
R2 0.9040 0.9040 0.8984
R1 0.9004 0.9004 0.8975 0.9022
PP 0.8950 0.8950 0.8950 0.8960
S1 0.8914 0.8914 0.8959 0.8932
S2 0.8860 0.8860 0.8951
S3 0.8770 0.8824 0.8942
S4 0.8680 0.8734 0.8918
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9266 0.9218 0.8975
R3 0.9132 0.9084 0.8938
R2 0.8998 0.8998 0.8926
R1 0.8950 0.8950 0.8913 0.8974
PP 0.8864 0.8864 0.8864 0.8877
S1 0.8816 0.8816 0.8889 0.8840
S2 0.8730 0.8730 0.8876
S3 0.8596 0.8682 0.8864
S4 0.8462 0.8548 0.8827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8987 0.8779 0.0208 2.3% 0.0071 0.8% 90% True False 144
10 0.8987 0.8745 0.0242 2.7% 0.0068 0.8% 92% True False 185
20 0.8987 0.8741 0.0246 2.7% 0.0053 0.6% 92% True False 104
40 0.9296 0.8741 0.0555 6.2% 0.0046 0.5% 41% False False 54
60 0.9557 0.8741 0.0816 9.1% 0.0032 0.4% 28% False False 36
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9370
2.618 0.9223
1.618 0.9133
1.000 0.9077
0.618 0.9043
HIGH 0.8987
0.618 0.8953
0.500 0.8942
0.382 0.8931
LOW 0.8897
0.618 0.8841
1.000 0.8807
1.618 0.8751
2.618 0.8661
4.250 0.8515
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 0.8959 0.8939
PP 0.8950 0.8911
S1 0.8942 0.8883

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

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