CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 0.9222 0.9296 0.0074 0.8% 0.9222
High 0.9303 0.9320 0.0017 0.2% 0.9320
Low 0.9200 0.9279 0.0079 0.9% 0.9200
Close 0.9279 0.9295 0.0016 0.2% 0.9295
Range 0.0103 0.0041 -0.0062 -60.2% 0.0120
ATR 0.0060 0.0058 -0.0001 -2.2% 0.0000
Volume 85,038 59,922 -25,116 -29.5% 271,257
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9421 0.9399 0.9318
R3 0.9380 0.9358 0.9306
R2 0.9339 0.9339 0.9303
R1 0.9317 0.9317 0.9299 0.9308
PP 0.9298 0.9298 0.9298 0.9293
S1 0.9276 0.9276 0.9291 0.9267
S2 0.9257 0.9257 0.9287
S3 0.9216 0.9235 0.9284
S4 0.9175 0.9194 0.9272
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9632 0.9583 0.9361
R3 0.9512 0.9463 0.9328
R2 0.9392 0.9392 0.9317
R1 0.9343 0.9343 0.9306 0.9368
PP 0.9272 0.9272 0.9272 0.9284
S1 0.9223 0.9223 0.9284 0.9248
S2 0.9152 0.9152 0.9273
S3 0.9032 0.9103 0.9262
S4 0.8912 0.8983 0.9229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9320 0.9200 0.0120 1.3% 0.0057 0.6% 79% True False 62,812
10 0.9353 0.9192 0.0161 1.7% 0.0057 0.6% 64% False False 61,916
20 0.9388 0.9175 0.0213 2.3% 0.0057 0.6% 56% False False 61,738
40 0.9419 0.9160 0.0259 2.8% 0.0060 0.6% 52% False False 61,685
60 0.9419 0.8866 0.0553 5.9% 0.0066 0.7% 78% False False 61,974
80 0.9419 0.8799 0.0620 6.7% 0.0066 0.7% 80% False False 46,731
100 0.9419 0.8586 0.0833 9.0% 0.0071 0.8% 85% False False 37,438
120 0.9419 0.8586 0.0833 9.0% 0.0067 0.7% 85% False False 31,209
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9494
2.618 0.9427
1.618 0.9386
1.000 0.9361
0.618 0.9345
HIGH 0.9320
0.618 0.9304
0.500 0.9300
0.382 0.9295
LOW 0.9279
0.618 0.9254
1.000 0.9238
1.618 0.9213
2.618 0.9172
4.250 0.9105
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 0.9300 0.9283
PP 0.9298 0.9272
S1 0.9297 0.9260

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

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