CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 0.9265 0.9250 -0.0015 -0.2% 0.9133
High 0.9279 0.9305 0.0026 0.3% 0.9232
Low 0.9263 0.9250 -0.0013 -0.1% 0.9122
Close 0.9263 0.9303 0.0040 0.4% 0.9218
Range 0.0016 0.0055 0.0039 243.8% 0.0110
ATR 0.0033 0.0034 0.0002 4.9% 0.0000
Volume 20 23 3 15.0% 10
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9451 0.9432 0.9333
R3 0.9396 0.9377 0.9318
R2 0.9341 0.9341 0.9313
R1 0.9322 0.9322 0.9308 0.9332
PP 0.9286 0.9286 0.9286 0.9291
S1 0.9267 0.9267 0.9298 0.9277
S2 0.9231 0.9231 0.9293
S3 0.9176 0.9212 0.9288
S4 0.9121 0.9157 0.9273
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 0.9305 0.9207 0.0098 1.1% 0.0023 0.2% 98% True False 15
10 0.9305 0.9122 0.0183 2.0% 0.0015 0.2% 99% True False 8
20 0.9305 0.9087 0.0218 2.3% 0.0017 0.2% 99% True False 6
40 0.9305 0.9087 0.0218 2.3% 0.0012 0.1% 99% True False 4
60 0.9305 0.8875 0.0430 4.6% 0.0010 0.1% 100% True False 3
80 0.9305 0.8750 0.0555 6.0% 0.0009 0.1% 100% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9539
2.618 0.9449
1.618 0.9394
1.000 0.9360
0.618 0.9339
HIGH 0.9305
0.618 0.9284
0.500 0.9278
0.382 0.9271
LOW 0.9250
0.618 0.9216
1.000 0.9195
1.618 0.9161
2.618 0.9106
4.250 0.9016
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 0.9295 0.9293
PP 0.9286 0.9283
S1 0.9278 0.9273

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

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