CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 0.9184 0.9241 0.0057 0.6% 0.9203
High 0.9262 0.9250 -0.0012 -0.1% 0.9262
Low 0.9182 0.9209 0.0027 0.3% 0.9160
Close 0.9241 0.9226 -0.0015 -0.2% 0.9241
Range 0.0080 0.0041 -0.0039 -48.8% 0.0102
ATR 0.0071 0.0069 -0.0002 -3.0% 0.0000
Volume 81,347 47,641 -33,706 -41.4% 326,750
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9351 0.9330 0.9249
R3 0.9310 0.9289 0.9237
R2 0.9269 0.9269 0.9234
R1 0.9248 0.9248 0.9230 0.9238
PP 0.9228 0.9228 0.9228 0.9224
S1 0.9207 0.9207 0.9222 0.9197
S2 0.9187 0.9187 0.9218
S3 0.9146 0.9166 0.9215
S4 0.9105 0.9125 0.9203
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9527 0.9486 0.9297
R3 0.9425 0.9384 0.9269
R2 0.9323 0.9323 0.9260
R1 0.9282 0.9282 0.9250 0.9303
PP 0.9221 0.9221 0.9221 0.9231
S1 0.9180 0.9180 0.9232 0.9201
S2 0.9119 0.9119 0.9222
S3 0.9017 0.9078 0.9213
S4 0.8915 0.8976 0.9185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9262 0.9160 0.0102 1.1% 0.0057 0.6% 65% False False 60,676
10 0.9262 0.9068 0.0194 2.1% 0.0061 0.7% 81% False False 69,390
20 0.9262 0.8866 0.0396 4.3% 0.0072 0.8% 91% False False 70,339
40 0.9262 0.8829 0.0433 4.7% 0.0071 0.8% 92% False False 36,506
60 0.9262 0.8586 0.0676 7.3% 0.0078 0.8% 95% False False 24,438
80 0.9262 0.8586 0.0676 7.3% 0.0071 0.8% 95% False False 18,349
100 0.9296 0.8586 0.0710 7.7% 0.0064 0.7% 90% False False 14,680
120 0.9557 0.8586 0.0971 10.5% 0.0053 0.6% 66% False False 12,234
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9424
2.618 0.9357
1.618 0.9316
1.000 0.9291
0.618 0.9275
HIGH 0.9250
0.618 0.9234
0.500 0.9230
0.382 0.9225
LOW 0.9209
0.618 0.9184
1.000 0.9168
1.618 0.9143
2.618 0.9102
4.250 0.9035
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 0.9230 0.9221
PP 0.9228 0.9216
S1 0.9227 0.9211

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

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