CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 0.9241 0.9254 0.0013 0.1% 0.9241
High 0.9253 0.9263 0.0010 0.1% 0.9286
Low 0.9175 0.9226 0.0051 0.6% 0.9175
Close 0.9240 0.9252 0.0012 0.1% 0.9240
Range 0.0078 0.0037 -0.0041 -52.6% 0.0111
ATR 0.0065 0.0063 -0.0002 -3.1% 0.0000
Volume 92,592 43,386 -49,206 -53.1% 325,570
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 0.9358 0.9342 0.9272
R3 0.9321 0.9305 0.9262
R2 0.9284 0.9284 0.9259
R1 0.9268 0.9268 0.9255 0.9258
PP 0.9247 0.9247 0.9247 0.9242
S1 0.9231 0.9231 0.9249 0.9221
S2 0.9210 0.9210 0.9245
S3 0.9173 0.9194 0.9242
S4 0.9136 0.9157 0.9232
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 0.9567 0.9514 0.9301
R3 0.9456 0.9403 0.9271
R2 0.9345 0.9345 0.9260
R1 0.9292 0.9292 0.9250 0.9263
PP 0.9234 0.9234 0.9234 0.9219
S1 0.9181 0.9181 0.9230 0.9152
S2 0.9123 0.9123 0.9220
S3 0.9012 0.9070 0.9209
S4 0.8901 0.8959 0.9179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9285 0.9175 0.0110 1.2% 0.0054 0.6% 70% False False 60,588
10 0.9344 0.9175 0.0169 1.8% 0.0060 0.6% 46% False False 62,109
20 0.9419 0.9175 0.0244 2.6% 0.0063 0.7% 32% False False 61,303
40 0.9419 0.8866 0.0553 6.0% 0.0068 0.7% 70% False False 65,073
60 0.9419 0.8829 0.0590 6.4% 0.0069 0.7% 72% False False 43,986
80 0.9419 0.8586 0.0833 9.0% 0.0074 0.8% 80% False False 33,059
100 0.9419 0.8586 0.0833 9.0% 0.0069 0.8% 80% False False 26,464
120 0.9419 0.8586 0.0833 9.0% 0.0063 0.7% 80% False False 22,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9420
2.618 0.9360
1.618 0.9323
1.000 0.9300
0.618 0.9286
HIGH 0.9263
0.618 0.9249
0.500 0.9245
0.382 0.9240
LOW 0.9226
0.618 0.9203
1.000 0.9189
1.618 0.9166
2.618 0.9129
4.250 0.9069
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 0.9250 0.9245
PP 0.9247 0.9237
S1 0.9245 0.9230

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

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