CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 0.8480 0.8518 0.0038 0.4% 0.8549
High 0.8480 0.8536 0.0056 0.7% 0.8605
Low 0.8480 0.8518 0.0038 0.4% 0.8389
Close 0.8480 0.8536 0.0056 0.7% 0.8502
Range 0.0000 0.0018 0.0018 0.0216
ATR 0.0056 0.0056 0.0000 0.0% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8584 0.8578 0.8546
R3 0.8566 0.8560 0.8541
R2 0.8548 0.8548 0.8539
R1 0.8542 0.8542 0.8538 0.8545
PP 0.8530 0.8530 0.8530 0.8532
S1 0.8524 0.8524 0.8534 0.8527
S2 0.8512 0.8512 0.8533
S3 0.8494 0.8506 0.8531
S4 0.8476 0.8488 0.8526
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9147 0.9040 0.8621
R3 0.8931 0.8824 0.8561
R2 0.8715 0.8715 0.8542
R1 0.8608 0.8608 0.8522 0.8554
PP 0.8499 0.8499 0.8499 0.8471
S1 0.8392 0.8392 0.8482 0.8338
S2 0.8283 0.8283 0.8462
S3 0.8067 0.8176 0.8443
S4 0.7851 0.7960 0.8383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8536 0.8389 0.0147 1.7% 0.0045 0.5% 100% True False 1
10 0.8690 0.8389 0.0301 3.5% 0.0022 0.3% 49% False False 1
20 0.8746 0.8389 0.0357 4.2% 0.0015 0.2% 41% False False 1
40 0.8834 0.8389 0.0445 5.2% 0.0012 0.1% 33% False False 1
60 0.9200 0.8389 0.0811 9.5% 0.0010 0.1% 18% 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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8613
2.618 0.8583
1.618 0.8565
1.000 0.8554
0.618 0.8547
HIGH 0.8536
0.618 0.8529
0.500 0.8527
0.382 0.8525
LOW 0.8518
0.618 0.8507
1.000 0.8500
1.618 0.8489
2.618 0.8471
4.250 0.8442
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 0.8533 0.8512
PP 0.8530 0.8487
S1 0.8527 0.8463

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

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