CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 0.9509 0.9557 0.0048 0.5% 0.9330
High 0.9509 0.9557 0.0048 0.5% 0.9518
Low 0.9509 0.9557 0.0048 0.5% 0.9330
Close 0.9509 0.9557 0.0048 0.5% 0.9518
Range
ATR 0.0025 0.0027 0.0002 6.5% 0.0000
Volume 3 3 0 0.0% 7
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9557 0.9557 0.9557
R3 0.9557 0.9557 0.9557
R2 0.9557 0.9557 0.9557
R1 0.9557 0.9557 0.9557 0.9557
PP 0.9557 0.9557 0.9557 0.9557
S1 0.9557 0.9557 0.9557 0.9557
S2 0.9557 0.9557 0.9557
S3 0.9557 0.9557 0.9557
S4 0.9557 0.9557 0.9557
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0019 0.9957 0.9621
R3 0.9831 0.9769 0.9570
R2 0.9643 0.9643 0.9552
R1 0.9581 0.9581 0.9535 0.9612
PP 0.9455 0.9455 0.9455 0.9471
S1 0.9393 0.9393 0.9501 0.9424
S2 0.9267 0.9267 0.9484
S3 0.9079 0.9205 0.9466
S4 0.8891 0.9017 0.9415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9557 0.9405 0.0152 1.6% 0.0002 0.0% 100% True False 2
10 0.9557 0.9297 0.0260 2.7% 0.0003 0.0% 100% True False 1
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.9557
2.618 0.9557
1.618 0.9557
1.000 0.9557
0.618 0.9557
HIGH 0.9557
0.618 0.9557
0.500 0.9557
0.382 0.9557
LOW 0.9557
0.618 0.9557
1.000 0.9557
1.618 0.9557
2.618 0.9557
4.250 0.9557
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 0.9557 0.9549
PP 0.9557 0.9541
S1 0.9557 0.9533

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

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