CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 30-Apr-2014
Day Change Summary
Previous Current
29-Apr-2014 30-Apr-2014 Change Change % Previous Week
Open 0.9229 0.9237 0.0008 0.1% 0.9296
High 0.9252 0.9271 0.0019 0.2% 0.9344
Low 0.9198 0.9222 0.0024 0.3% 0.9221
Close 0.9244 0.9267 0.0023 0.2% 0.9238
Range 0.0054 0.0049 -0.0005 -9.3% 0.0123
ATR 0.0066 0.0065 -0.0001 -1.8% 0.0000
Volume 58,118 69,689 11,571 19.9% 278,251
Daily Pivots for day following 30-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9400 0.9383 0.9294
R3 0.9351 0.9334 0.9280
R2 0.9302 0.9302 0.9276
R1 0.9285 0.9285 0.9271 0.9294
PP 0.9253 0.9253 0.9253 0.9258
S1 0.9236 0.9236 0.9263 0.9245
S2 0.9204 0.9204 0.9258
S3 0.9155 0.9187 0.9254
S4 0.9106 0.9138 0.9240
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9637 0.9560 0.9306
R3 0.9514 0.9437 0.9272
R2 0.9391 0.9391 0.9261
R1 0.9314 0.9314 0.9249 0.9291
PP 0.9268 0.9268 0.9268 0.9256
S1 0.9191 0.9191 0.9227 0.9168
S2 0.9145 0.9145 0.9215
S3 0.9022 0.9068 0.9204
S4 0.8899 0.8945 0.9170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9286 0.9198 0.0088 0.9% 0.0054 0.6% 78% False False 60,671
10 0.9355 0.9198 0.0157 1.7% 0.0059 0.6% 44% False False 59,405
20 0.9419 0.9160 0.0259 2.8% 0.0063 0.7% 41% False False 62,198
40 0.9419 0.8866 0.0553 6.0% 0.0070 0.8% 73% False False 61,219
60 0.9419 0.8656 0.0763 8.2% 0.0071 0.8% 80% False False 41,080
80 0.9419 0.8586 0.0833 9.0% 0.0074 0.8% 82% False False 30,878
100 0.9419 0.8586 0.0833 9.0% 0.0068 0.7% 82% False False 24,712
120 0.9419 0.8586 0.0833 9.0% 0.0062 0.7% 82% False False 20,594
Crabel Price Patterns
NR True
NR4 False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9479
2.618 0.9399
1.618 0.9350
1.000 0.9320
0.618 0.9301
HIGH 0.9271
0.618 0.9252
0.500 0.9247
0.382 0.9241
LOW 0.9222
0.618 0.9192
1.000 0.9173
1.618 0.9143
2.618 0.9094
4.250 0.9014
Fisher Pivots for day following 30-Apr-2014
Pivot 1 day 3 day
R1 0.9260 0.9259
PP 0.9253 0.9250
S1 0.9247 0.9242

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

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