CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 0.8653 0.8707 0.0054 0.6% 0.8690
High 0.8739 0.8744 0.0005 0.1% 0.8804
Low 0.8653 0.8650 -0.0003 0.0% 0.8586
Close 0.8690 0.8666 -0.0024 -0.3% 0.8632
Range 0.0086 0.0094 0.0008 9.3% 0.0218
ATR 0.0077 0.0079 0.0001 1.5% 0.0000
Volume 124 234 110 88.7% 1,686
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8969 0.8911 0.8718
R3 0.8875 0.8817 0.8692
R2 0.8781 0.8781 0.8683
R1 0.8723 0.8723 0.8675 0.8705
PP 0.8687 0.8687 0.8687 0.8678
S1 0.8629 0.8629 0.8657 0.8611
S2 0.8593 0.8593 0.8649
S3 0.8499 0.8535 0.8640
S4 0.8405 0.8441 0.8614
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9328 0.9198 0.8752
R3 0.9110 0.8980 0.8692
R2 0.8892 0.8892 0.8672
R1 0.8762 0.8762 0.8652 0.8718
PP 0.8674 0.8674 0.8674 0.8652
S1 0.8544 0.8544 0.8612 0.8500
S2 0.8456 0.8456 0.8592
S3 0.8238 0.8326 0.8572
S4 0.8020 0.8108 0.8512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8756 0.8586 0.0170 2.0% 0.0093 1.1% 47% False False 359
10 0.8870 0.8586 0.0284 3.3% 0.0087 1.0% 28% False False 346
20 0.8987 0.8586 0.0401 4.6% 0.0078 0.9% 20% False False 261
40 0.9049 0.8586 0.0463 5.3% 0.0059 0.7% 17% False False 144
60 0.9394 0.8586 0.0808 9.3% 0.0047 0.5% 10% False False 97
80 0.9557 0.8586 0.0971 11.2% 0.0036 0.4% 8% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9144
2.618 0.8990
1.618 0.8896
1.000 0.8838
0.618 0.8802
HIGH 0.8744
0.618 0.8708
0.500 0.8697
0.382 0.8686
LOW 0.8650
0.618 0.8592
1.000 0.8556
1.618 0.8498
2.618 0.8404
4.250 0.8251
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 0.8697 0.8673
PP 0.8687 0.8670
S1 0.8676 0.8668

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

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