CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 0.9289 0.9330 0.0041 0.4% 0.9353
High 0.9344 0.9344 0.0000 0.0% 0.9385
Low 0.9288 0.9235 -0.0053 -0.6% 0.9285
Close 0.9327 0.9252 -0.0075 -0.8% 0.9291
Range 0.0056 0.0109 0.0053 94.6% 0.0100
ATR 0.0067 0.0070 0.0003 4.6% 0.0000
Volume 54,142 88,465 34,323 63.4% 239,840
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9604 0.9537 0.9312
R3 0.9495 0.9428 0.9282
R2 0.9386 0.9386 0.9272
R1 0.9319 0.9319 0.9262 0.9298
PP 0.9277 0.9277 0.9277 0.9267
S1 0.9210 0.9210 0.9242 0.9189
S2 0.9168 0.9168 0.9232
S3 0.9059 0.9101 0.9222
S4 0.8950 0.8992 0.9192
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9620 0.9556 0.9346
R3 0.9520 0.9456 0.9319
R2 0.9420 0.9420 0.9309
R1 0.9356 0.9356 0.9300 0.9338
PP 0.9320 0.9320 0.9320 0.9312
S1 0.9256 0.9256 0.9282 0.9238
S2 0.9220 0.9220 0.9273
S3 0.9120 0.9156 0.9264
S4 0.9020 0.9056 0.9236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9355 0.9235 0.0120 1.3% 0.0064 0.7% 14% False True 58,140
10 0.9419 0.9235 0.0184 2.0% 0.0068 0.7% 9% False True 62,530
20 0.9419 0.9104 0.0315 3.4% 0.0067 0.7% 47% False False 66,003
40 0.9419 0.8829 0.0590 6.4% 0.0072 0.8% 72% False False 53,857
60 0.9419 0.8623 0.0796 8.6% 0.0075 0.8% 79% False False 36,041
80 0.9419 0.8586 0.0833 9.0% 0.0075 0.8% 80% False False 27,096
100 0.9419 0.8586 0.0833 9.0% 0.0067 0.7% 80% False False 21,679
120 0.9419 0.8586 0.0833 9.0% 0.0060 0.6% 80% False False 18,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.9807
2.618 0.9629
1.618 0.9520
1.000 0.9453
0.618 0.9411
HIGH 0.9344
0.618 0.9302
0.500 0.9290
0.382 0.9277
LOW 0.9235
0.618 0.9168
1.000 0.9126
1.618 0.9059
2.618 0.8950
4.250 0.8772
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 0.9290 0.9290
PP 0.9277 0.9277
S1 0.9265 0.9265

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

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