CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 14-Jan-2014
Day Change Summary
Previous Current
13-Jan-2014 14-Jan-2014 Change Change % Previous Week
Open 0.8898 0.8956 0.0058 0.7% 0.8870
High 0.8987 0.8962 -0.0025 -0.3% 0.8913
Low 0.8897 0.8865 -0.0032 -0.4% 0.8779
Close 0.8967 0.8868 -0.0099 -1.1% 0.8901
Range 0.0090 0.0097 0.0007 7.8% 0.0134
ATR 0.0063 0.0066 0.0003 4.4% 0.0000
Volume 280 191 -89 -31.8% 819
Daily Pivots for day following 14-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9189 0.9126 0.8921
R3 0.9092 0.9029 0.8895
R2 0.8995 0.8995 0.8886
R1 0.8932 0.8932 0.8877 0.8915
PP 0.8898 0.8898 0.8898 0.8890
S1 0.8835 0.8835 0.8859 0.8818
S2 0.8801 0.8801 0.8850
S3 0.8704 0.8738 0.8841
S4 0.8607 0.8641 0.8815
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% 0.0077 0.9% 43% False False 144
10 0.8987 0.8760 0.0227 2.6% 0.0069 0.8% 48% False False 177
20 0.8987 0.8741 0.0246 2.8% 0.0056 0.6% 52% False False 113
40 0.9296 0.8741 0.0555 6.3% 0.0047 0.5% 23% False False 58
60 0.9557 0.8741 0.0816 9.2% 0.0033 0.4% 16% False False 40
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9374
2.618 0.9216
1.618 0.9119
1.000 0.9059
0.618 0.9022
HIGH 0.8962
0.618 0.8925
0.500 0.8914
0.382 0.8902
LOW 0.8865
0.618 0.8805
1.000 0.8768
1.618 0.8708
2.618 0.8611
4.250 0.8453
Fisher Pivots for day following 14-Jan-2014
Pivot 1 day 3 day
R1 0.8914 0.8892
PP 0.8898 0.8884
S1 0.8883 0.8876

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

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