CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 0.9149 0.9156 0.0007 0.1% 0.9132
High 0.9149 0.9156 0.0007 0.1% 0.9179
Low 0.9133 0.9145 0.0012 0.1% 0.9095
Close 0.9133 0.9154 0.0021 0.2% 0.9179
Range 0.0016 0.0011 -0.0005 -31.3% 0.0084
ATR 0.0035 0.0034 -0.0001 -2.4% 0.0000
Volume 2 1 -1 -50.0% 17
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9185 0.9180 0.9160
R3 0.9174 0.9169 0.9157
R2 0.9163 0.9163 0.9156
R1 0.9158 0.9158 0.9155 0.9155
PP 0.9152 0.9152 0.9152 0.9150
S1 0.9147 0.9147 0.9153 0.9144
S2 0.9141 0.9141 0.9152
S3 0.9130 0.9136 0.9151
S4 0.9119 0.9125 0.9148
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9403 0.9375 0.9225
R3 0.9319 0.9291 0.9202
R2 0.9235 0.9235 0.9194
R1 0.9207 0.9207 0.9187 0.9221
PP 0.9151 0.9151 0.9151 0.9158
S1 0.9123 0.9123 0.9171 0.9137
S2 0.9067 0.9067 0.9164
S3 0.8983 0.9039 0.9156
S4 0.8899 0.8955 0.9133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9179 0.9122 0.0057 0.6% 0.0009 0.1% 56% False False 1
10 0.9179 0.9087 0.0092 1.0% 0.0012 0.1% 73% False False 3
20 0.9241 0.9087 0.0154 1.7% 0.0012 0.1% 44% False False 2
40 0.9284 0.9087 0.0197 2.2% 0.0011 0.1% 34% False False 3
60 0.9284 0.8802 0.0482 5.3% 0.0009 0.1% 73% False False 2
80 0.9284 0.8750 0.0534 5.8% 0.0008 0.1% 76% False False 3
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9203
2.618 0.9185
1.618 0.9174
1.000 0.9167
0.618 0.9163
HIGH 0.9156
0.618 0.9152
0.500 0.9151
0.382 0.9149
LOW 0.9145
0.618 0.9138
1.000 0.9134
1.618 0.9127
2.618 0.9116
4.250 0.9098
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 0.9153 0.9149
PP 0.9152 0.9144
S1 0.9151 0.9139

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

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