CME Australian Dollar Future June 2014

Trading Metrics calculated at close of trading on 12-May-2014

Day Change Summary
	Previous	Current
	09-May-2014	12-May-2014	Change	Change %	Previous Week
Open	0.9348	0.9334	-0.0014	-0.1%	0.9254
High	0.9357	0.9364	0.0007	0.1%	0.9371
Low	0.9324	0.9327	0.0003	0.0%	0.9226
Close	0.9332	0.9342	0.0010	0.1%	0.9332
Range	0.0033	0.0037	0.0004	12.1%	0.0145
ATR	0.0062	0.0060	-0.0002	-2.9%	0.0000
Volume	46,135	38,904	-7,231	-15.7%	312,629

Daily Pivots for day following 12-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9455	0.9436	0.9362
R3	0.9418	0.9399	0.9352
R2	0.9381	0.9381	0.9349
R1	0.9362	0.9362	0.9345	0.9372
PP	0.9344	0.9344	0.9344	0.9349
S1	0.9325	0.9325	0.9339	0.9335
S2	0.9307	0.9307	0.9335
S3	0.9270	0.9288	0.9332
S4	0.9233	0.9251	0.9322

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9745	0.9683	0.9412
R3	0.9600	0.9538	0.9372
R2	0.9455	0.9455	0.9359
R1	0.9393	0.9393	0.9345	0.9424
PP	0.9310	0.9310	0.9310	0.9325
S1	0.9248	0.9248	0.9319	0.9279
S2	0.9165	0.9165	0.9305
S3	0.9020	0.9103	0.9292
S4	0.8875	0.8958	0.9252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9371	0.9245	0.0126	1.3%	0.0056	0.6%	77%	False	False	61,629
10	0.9371	0.9175	0.0196	2.1%	0.0055	0.6%	85%	False	False	61,108
20	0.9385	0.9175	0.0210	2.2%	0.0059	0.6%	80%	False	False	59,759
40	0.9419	0.8943	0.0476	5.1%	0.0065	0.7%	84%	False	False	66,110
60	0.9419	0.8829	0.0590	6.3%	0.0068	0.7%	87%	False	False	49,089
80	0.9419	0.8586	0.0833	8.9%	0.0073	0.8%	91%	False	False	36,899
100	0.9419	0.8586	0.0833	8.9%	0.0070	0.7%	91%	False	False	29,545
120	0.9419	0.8586	0.0833	8.9%	0.0065	0.7%	91%	False	False	24,621

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9521
2.618	0.9461
1.618	0.9424
1.000	0.9401
0.618	0.9387
HIGH	0.9364
0.618	0.9350
0.500	0.9346
0.382	0.9341
LOW	0.9327
0.618	0.9304
1.000	0.9290
1.618	0.9267
2.618	0.9230
4.250	0.9170

Fisher Pivots for day following 12-May-2014
Pivot	1 day	3 day
R1	0.9346	0.9339
PP	0.9344	0.9336
S1	0.9343	0.9333

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols