CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 0.8664 0.8725 0.0061 0.7% 0.8644
High 0.8664 0.8746 0.0082 0.9% 0.8652
Low 0.8664 0.8712 0.0048 0.6% 0.8613
Close 0.8664 0.8712 0.0048 0.6% 0.8652
Range 0.0000 0.0034 0.0034 0.0039
ATR 0.0039 0.0042 0.0003 7.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8825 0.8803 0.8731
R3 0.8791 0.8769 0.8721
R2 0.8757 0.8757 0.8718
R1 0.8735 0.8735 0.8715 0.8729
PP 0.8723 0.8723 0.8723 0.8721
S1 0.8701 0.8701 0.8709 0.8695
S2 0.8689 0.8689 0.8706
S3 0.8655 0.8667 0.8703
S4 0.8621 0.8633 0.8693
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8756 0.8743 0.8673
R3 0.8717 0.8704 0.8663
R2 0.8678 0.8678 0.8659
R1 0.8665 0.8665 0.8656 0.8672
PP 0.8639 0.8639 0.8639 0.8642
S1 0.8626 0.8626 0.8648 0.8633
S2 0.8600 0.8600 0.8645
S3 0.8561 0.8587 0.8641
S4 0.8522 0.8548 0.8631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8746 0.8613 0.0133 1.5% 0.0007 0.1% 74% True False 1
10 0.8746 0.8613 0.0133 1.5% 0.0007 0.1% 74% True False 1
20 0.8746 0.8506 0.0240 2.8% 0.0010 0.1% 86% True False 1
40 0.9200 0.8506 0.0694 8.0% 0.0009 0.1% 30% False False 2
60 0.9200 0.8506 0.0694 8.0% 0.0007 0.1% 30% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8891
2.618 0.8835
1.618 0.8801
1.000 0.8780
0.618 0.8767
HIGH 0.8746
0.618 0.8733
0.500 0.8729
0.382 0.8725
LOW 0.8712
0.618 0.8691
1.000 0.8678
1.618 0.8657
2.618 0.8623
4.250 0.8568
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 0.8729 0.8708
PP 0.8723 0.8703
S1 0.8718 0.8699

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

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