CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 0.8657 0.8706 0.0049 0.6% 0.8614
High 0.8720 0.8735 0.0015 0.2% 0.8744
Low 0.8639 0.8623 -0.0016 -0.2% 0.8601
Close 0.8706 0.8668 -0.0038 -0.4% 0.8668
Range 0.0081 0.0112 0.0031 38.3% 0.0143
ATR 0.0079 0.0081 0.0002 3.0% 0.0000
Volume 250 133 -117 -46.8% 1,367
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9011 0.8952 0.8730
R3 0.8899 0.8840 0.8699
R2 0.8787 0.8787 0.8689
R1 0.8728 0.8728 0.8678 0.8702
PP 0.8675 0.8675 0.8675 0.8662
S1 0.8616 0.8616 0.8658 0.8590
S2 0.8563 0.8563 0.8647
S3 0.8451 0.8504 0.8637
S4 0.8339 0.8392 0.8606
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9100 0.9027 0.8747
R3 0.8957 0.8884 0.8707
R2 0.8814 0.8814 0.8694
R1 0.8741 0.8741 0.8681 0.8778
PP 0.8671 0.8671 0.8671 0.8689
S1 0.8598 0.8598 0.8655 0.8635
S2 0.8528 0.8528 0.8642
S3 0.8385 0.8455 0.8629
S4 0.8242 0.8312 0.8589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8744 0.8601 0.0143 1.6% 0.0090 1.0% 47% False False 273
10 0.8804 0.8586 0.0218 2.5% 0.0089 1.0% 38% False False 339
20 0.8987 0.8586 0.0401 4.6% 0.0083 1.0% 20% False False 265
40 0.9045 0.8586 0.0459 5.3% 0.0061 0.7% 18% False False 153
60 0.9394 0.8586 0.0808 9.3% 0.0051 0.6% 10% False False 103
80 0.9557 0.8586 0.0971 11.2% 0.0039 0.4% 8% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9211
2.618 0.9028
1.618 0.8916
1.000 0.8847
0.618 0.8804
HIGH 0.8735
0.618 0.8692
0.500 0.8679
0.382 0.8666
LOW 0.8623
0.618 0.8554
1.000 0.8511
1.618 0.8442
2.618 0.8330
4.250 0.8147
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 0.8679 0.8684
PP 0.8675 0.8678
S1 0.8672 0.8673

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

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