CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 0.9282 0.9277 -0.0005 -0.1% 0.9234
High 0.9282 0.9279 -0.0003 0.0% 0.9305
Low 0.9259 0.9277 0.0018 0.2% 0.9228
Close 0.9279 0.9279 0.0000 0.0% 0.9279
Range 0.0023 0.0002 -0.0021 -91.3% 0.0077
ATR 0.0035 0.0033 -0.0002 -6.7% 0.0000
Volume 39 21 -18 -46.2% 112
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9284 0.9284 0.9280
R3 0.9282 0.9282 0.9280
R2 0.9280 0.9280 0.9279
R1 0.9280 0.9280 0.9279 0.9280
PP 0.9278 0.9278 0.9278 0.9279
S1 0.9278 0.9278 0.9279 0.9278
S2 0.9276 0.9276 0.9279
S3 0.9274 0.9276 0.9278
S4 0.9272 0.9274 0.9278
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9502 0.9467 0.9321
R3 0.9425 0.9390 0.9300
R2 0.9348 0.9348 0.9293
R1 0.9313 0.9313 0.9286 0.9331
PP 0.9271 0.9271 0.9271 0.9279
S1 0.9236 0.9236 0.9272 0.9254
S2 0.9194 0.9194 0.9265
S3 0.9117 0.9159 0.9258
S4 0.9040 0.9082 0.9237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9305 0.9240 0.0065 0.7% 0.0021 0.2% 60% False False 24
10 0.9305 0.9133 0.0172 1.9% 0.0017 0.2% 85% False False 14
20 0.9305 0.9087 0.0218 2.3% 0.0018 0.2% 88% False False 9
40 0.9305 0.9087 0.0218 2.3% 0.0012 0.1% 88% False False 6
60 0.9305 0.8924 0.0381 4.1% 0.0011 0.1% 93% False False 4
80 0.9305 0.8750 0.0555 6.0% 0.0008 0.1% 95% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9288
2.618 0.9284
1.618 0.9282
1.000 0.9281
0.618 0.9280
HIGH 0.9279
0.618 0.9278
0.500 0.9278
0.382 0.9278
LOW 0.9277
0.618 0.9276
1.000 0.9275
1.618 0.9274
2.618 0.9272
4.250 0.9269
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 0.9279 0.9279
PP 0.9278 0.9278
S1 0.9278 0.9278

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

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