CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 0.8653 0.8590 -0.0063 -0.7% 0.8556
High 0.8653 0.8676 0.0023 0.3% 0.8648
Low 0.8653 0.8590 -0.0063 -0.7% 0.8506
Close 0.8653 0.8676 0.0023 0.3% 0.8517
Range 0.0000 0.0086 0.0086 0.0142
ATR 0.0053 0.0055 0.0002 4.5% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8905 0.8877 0.8723
R3 0.8819 0.8791 0.8700
R2 0.8733 0.8733 0.8692
R1 0.8705 0.8705 0.8684 0.8719
PP 0.8647 0.8647 0.8647 0.8655
S1 0.8619 0.8619 0.8668 0.8633
S2 0.8561 0.8561 0.8660
S3 0.8475 0.8533 0.8652
S4 0.8389 0.8447 0.8629
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8983 0.8892 0.8595
R3 0.8841 0.8750 0.8556
R2 0.8699 0.8699 0.8543
R1 0.8608 0.8608 0.8530 0.8583
PP 0.8557 0.8557 0.8557 0.8544
S1 0.8466 0.8466 0.8504 0.8441
S2 0.8415 0.8415 0.8491
S3 0.8273 0.8324 0.8478
S4 0.8131 0.8182 0.8439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8676 0.8506 0.0170 2.0% 0.0019 0.2% 100% True False 2
10 0.8676 0.8506 0.0170 2.0% 0.0015 0.2% 100% True False 1
20 0.8942 0.8506 0.0436 5.0% 0.0012 0.1% 39% False False 1
40 0.9200 0.8506 0.0694 8.0% 0.0008 0.1% 24% False 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 0.0000
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 0.9042
2.618 0.8901
1.618 0.8815
1.000 0.8762
0.618 0.8729
HIGH 0.8676
0.618 0.8643
0.500 0.8633
0.382 0.8623
LOW 0.8590
0.618 0.8537
1.000 0.8504
1.618 0.8451
2.618 0.8365
4.250 0.8225
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 0.8662 0.8662
PP 0.8647 0.8647
S1 0.8633 0.8633

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

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