CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 0.8689 0.8679 -0.0010 -0.1% 0.8614
High 0.8762 0.8865 0.0103 1.2% 0.8744
Low 0.8668 0.8656 -0.0012 -0.1% 0.8601
Close 0.8677 0.8854 0.0177 2.0% 0.8668
Range 0.0094 0.0209 0.0115 122.3% 0.0143
ATR 0.0082 0.0091 0.0009 11.0% 0.0000
Volume 287 223 -64 -22.3% 1,367
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9419 0.9345 0.8969
R3 0.9210 0.9136 0.8911
R2 0.9001 0.9001 0.8892
R1 0.8927 0.8927 0.8873 0.8964
PP 0.8792 0.8792 0.8792 0.8810
S1 0.8718 0.8718 0.8835 0.8755
S2 0.8583 0.8583 0.8816
S3 0.8374 0.8509 0.8797
S4 0.8165 0.8300 0.8739
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 0.8865 0.8623 0.0242 2.7% 0.0118 1.3% 95% True False 225
10 0.8865 0.8586 0.0279 3.2% 0.0106 1.2% 96% True False 331
20 0.8987 0.8586 0.0401 4.5% 0.0091 1.0% 67% False False 263
40 0.9045 0.8586 0.0459 5.2% 0.0069 0.8% 58% False False 166
60 0.9323 0.8586 0.0737 8.3% 0.0056 0.6% 36% False False 112
80 0.9557 0.8586 0.0971 11.0% 0.0042 0.5% 28% False False 84
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 0.0018
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 0.9753
2.618 0.9412
1.618 0.9203
1.000 0.9074
0.618 0.8994
HIGH 0.8865
0.618 0.8785
0.500 0.8761
0.382 0.8736
LOW 0.8656
0.618 0.8527
1.000 0.8447
1.618 0.8318
2.618 0.8109
4.250 0.7768
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 0.8823 0.8817
PP 0.8792 0.8781
S1 0.8761 0.8744

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

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