CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 0.9380 0.9405 0.0025 0.3% 0.9288
High 0.9380 0.9405 0.0025 0.3% 0.9319
Low 0.9357 0.9405 0.0048 0.5% 0.9275
Close 0.9357 0.9405 0.0048 0.5% 0.9319
Range 0.0023 0.0000 -0.0023 -100.0% 0.0044
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9405 0.9405 0.9405
R3 0.9405 0.9405 0.9405
R2 0.9405 0.9405 0.9405
R1 0.9405 0.9405 0.9405 0.9405
PP 0.9405 0.9405 0.9405 0.9405
S1 0.9405 0.9405 0.9405 0.9405
S2 0.9405 0.9405 0.9405
S3 0.9405 0.9405 0.9405
S4 0.9405 0.9405 0.9405
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9436 0.9422 0.9343
R3 0.9392 0.9378 0.9331
R2 0.9348 0.9348 0.9327
R1 0.9334 0.9334 0.9323 0.9341
PP 0.9304 0.9304 0.9304 0.9308
S1 0.9290 0.9290 0.9315 0.9297
S2 0.9260 0.9260 0.9311
S3 0.9216 0.9246 0.9307
S4 0.9172 0.9202 0.9295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9405 0.9307 0.0098 1.0% 0.0005 0.0% 100% True False 1
10 0.9405 0.9250 0.0155 1.6% 0.0002 0.0% 100% True False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9405
2.618 0.9405
1.618 0.9405
1.000 0.9405
0.618 0.9405
HIGH 0.9405
0.618 0.9405
0.500 0.9405
0.382 0.9405
LOW 0.9405
0.618 0.9405
1.000 0.9405
1.618 0.9405
2.618 0.9405
4.250 0.9405
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 0.9405 0.9393
PP 0.9405 0.9380
S1 0.9405 0.9368

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

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