CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 0.8690 0.8723 0.0033 0.4% 0.8898
High 0.8752 0.8804 0.0052 0.6% 0.8987
Low 0.8674 0.8707 0.0033 0.4% 0.8680
Close 0.8719 0.8761 0.0042 0.5% 0.8686
Range 0.0078 0.0097 0.0019 24.4% 0.0307
ATR 0.0070 0.0072 0.0002 2.7% 0.0000
Volume 245 629 384 156.7% 1,265
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9048 0.9002 0.8814
R3 0.8951 0.8905 0.8788
R2 0.8854 0.8854 0.8779
R1 0.8808 0.8808 0.8770 0.8831
PP 0.8757 0.8757 0.8757 0.8769
S1 0.8711 0.8711 0.8752 0.8734
S2 0.8660 0.8660 0.8743
S3 0.8563 0.8614 0.8734
S4 0.8466 0.8517 0.8708
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9705 0.9503 0.8855
R3 0.9398 0.9196 0.8770
R2 0.9091 0.9091 0.8742
R1 0.8889 0.8889 0.8714 0.8837
PP 0.8784 0.8784 0.8784 0.8758
S1 0.8582 0.8582 0.8658 0.8530
S2 0.8477 0.8477 0.8630
S3 0.8170 0.8275 0.8602
S4 0.7863 0.7968 0.8517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8870 0.8674 0.0196 2.2% 0.0081 0.9% 44% False False 333
10 0.8987 0.8674 0.0313 3.6% 0.0079 0.9% 28% False False 238
20 0.8987 0.8674 0.0313 3.6% 0.0064 0.7% 28% False False 191
40 0.9110 0.8674 0.0436 5.0% 0.0053 0.6% 20% False False 100
60 0.9439 0.8674 0.0765 8.7% 0.0040 0.5% 11% False False 67
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9216
2.618 0.9058
1.618 0.8961
1.000 0.8901
0.618 0.8864
HIGH 0.8804
0.618 0.8767
0.500 0.8756
0.382 0.8744
LOW 0.8707
0.618 0.8647
1.000 0.8610
1.618 0.8550
2.618 0.8453
4.250 0.8295
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 0.8759 0.8754
PP 0.8757 0.8746
S1 0.8756 0.8739

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

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