CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 0.9342 0.9372 0.0030 0.3% 0.9241
High 0.9419 0.9386 -0.0033 -0.4% 0.9419
Low 0.9330 0.9322 -0.0008 -0.1% 0.9209
Close 0.9384 0.9357 -0.0027 -0.3% 0.9357
Range 0.0089 0.0064 -0.0025 -28.1% 0.0210
ATR 0.0072 0.0072 -0.0001 -0.8% 0.0000
Volume 88,791 62,648 -26,143 -29.4% 339,016
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9547 0.9516 0.9392
R3 0.9483 0.9452 0.9375
R2 0.9419 0.9419 0.9369
R1 0.9388 0.9388 0.9363 0.9372
PP 0.9355 0.9355 0.9355 0.9347
S1 0.9324 0.9324 0.9351 0.9308
S2 0.9291 0.9291 0.9345
S3 0.9227 0.9260 0.9339
S4 0.9163 0.9196 0.9322
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9958 0.9868 0.9473
R3 0.9748 0.9658 0.9415
R2 0.9538 0.9538 0.9396
R1 0.9448 0.9448 0.9376 0.9493
PP 0.9328 0.9328 0.9328 0.9351
S1 0.9238 0.9238 0.9338 0.9283
S2 0.9118 0.9118 0.9319
S3 0.8908 0.9028 0.9299
S4 0.8698 0.8818 0.9242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9419 0.9209 0.0210 2.2% 0.0073 0.8% 70% False False 67,803
10 0.9419 0.9160 0.0259 2.8% 0.0067 0.7% 76% False False 66,576
20 0.9419 0.8943 0.0476 5.1% 0.0072 0.8% 87% False False 72,461
40 0.9419 0.8829 0.0590 6.3% 0.0072 0.8% 89% False False 43,754
60 0.9419 0.8586 0.0833 8.9% 0.0077 0.8% 93% False False 29,279
80 0.9419 0.8586 0.0833 8.9% 0.0073 0.8% 93% False False 21,991
100 0.9419 0.8586 0.0833 8.9% 0.0066 0.7% 93% False False 17,594
120 0.9557 0.8586 0.0971 10.4% 0.0056 0.6% 79% False False 14,662
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9658
2.618 0.9554
1.618 0.9490
1.000 0.9450
0.618 0.9426
HIGH 0.9386
0.618 0.9362
0.500 0.9354
0.382 0.9346
LOW 0.9322
0.618 0.9282
1.000 0.9258
1.618 0.9218
2.618 0.9154
4.250 0.9050
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 0.9356 0.9357
PP 0.9355 0.9356
S1 0.9354 0.9356

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

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