CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 0.9240 0.9265 0.0025 0.3% 0.9133
High 0.9250 0.9279 0.0029 0.3% 0.9232
Low 0.9240 0.9263 0.0023 0.2% 0.9122
Close 0.9250 0.9263 0.0013 0.1% 0.9218
Range 0.0010 0.0016 0.0006 60.0% 0.0110
ATR 0.0033 0.0033 0.0000 -0.8% 0.0000
Volume 21 20 -1 -4.8% 10
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9316 0.9306 0.9272
R3 0.9300 0.9290 0.9267
R2 0.9284 0.9284 0.9266
R1 0.9274 0.9274 0.9264 0.9271
PP 0.9268 0.9268 0.9268 0.9267
S1 0.9258 0.9258 0.9262 0.9255
S2 0.9252 0.9252 0.9260
S3 0.9236 0.9242 0.9259
S4 0.9220 0.9226 0.9254
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9521 0.9479 0.9279
R3 0.9411 0.9369 0.9248
R2 0.9301 0.9301 0.9238
R1 0.9259 0.9259 0.9228 0.9280
PP 0.9191 0.9191 0.9191 0.9201
S1 0.9149 0.9149 0.9208 0.9170
S2 0.9081 0.9081 0.9198
S3 0.8971 0.9039 0.9188
S4 0.8861 0.8929 0.9158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9279 0.9207 0.0072 0.8% 0.0012 0.1% 78% True False 11
10 0.9279 0.9122 0.0157 1.7% 0.0011 0.1% 90% True False 6
20 0.9279 0.9087 0.0192 2.1% 0.0014 0.2% 92% True False 5
40 0.9279 0.9087 0.0192 2.1% 0.0011 0.1% 92% True False 4
60 0.9284 0.8875 0.0409 4.4% 0.0010 0.1% 95% False False 3
80 0.9284 0.8750 0.0534 5.8% 0.0008 0.1% 96% False False 3
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9347
2.618 0.9321
1.618 0.9305
1.000 0.9295
0.618 0.9289
HIGH 0.9279
0.618 0.9273
0.500 0.9271
0.382 0.9269
LOW 0.9263
0.618 0.9253
1.000 0.9247
1.618 0.9237
2.618 0.9221
4.250 0.9195
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 0.9271 0.9260
PP 0.9268 0.9257
S1 0.9266 0.9254

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

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