CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 0.9557 0.9472 -0.0085 -0.9% 0.9330
High 0.9557 0.9472 -0.0085 -0.9% 0.9518
Low 0.9557 0.9472 -0.0085 -0.9% 0.9330
Close 0.9557 0.9472 -0.0085 -0.9% 0.9518
Range
ATR 0.0027 0.0031 0.0004 15.5% 0.0000
Volume 3 3 0 0.0% 7
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9472 0.9472 0.9472
R3 0.9472 0.9472 0.9472
R2 0.9472 0.9472 0.9472
R1 0.9472 0.9472 0.9472 0.9472
PP 0.9472 0.9472 0.9472 0.9472
S1 0.9472 0.9472 0.9472 0.9472
S2 0.9472 0.9472 0.9472
S3 0.9472 0.9472 0.9472
S4 0.9472 0.9472 0.9472
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 0.9472 0.0085 0.9% 0.0002 0.0% 0% False True 2
10 0.9557 0.9307 0.0250 2.6% 0.0003 0.0% 66% False 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 0.9472
2.618 0.9472
1.618 0.9472
1.000 0.9472
0.618 0.9472
HIGH 0.9472
0.618 0.9472
0.500 0.9472
0.382 0.9472
LOW 0.9472
0.618 0.9472
1.000 0.9472
1.618 0.9472
2.618 0.9472
4.250 0.9472
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 0.9472 0.9515
PP 0.9472 0.9500
S1 0.9472 0.9486

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

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