CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 0.9439 0.9427 -0.0012 -0.1% 0.9509
High 0.9439 0.9436 -0.0003 0.0% 0.9557
Low 0.9439 0.9427 -0.0012 -0.1% 0.9439
Close 0.9439 0.9436 -0.0003 0.0% 0.9439
Range 0.0000 0.0009 0.0009 0.0118
ATR 0.0029 0.0028 -0.0001 -4.2% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9460 0.9457 0.9441
R3 0.9451 0.9448 0.9438
R2 0.9442 0.9442 0.9438
R1 0.9439 0.9439 0.9437 0.9441
PP 0.9433 0.9433 0.9433 0.9434
S1 0.9430 0.9430 0.9435 0.9432
S2 0.9424 0.9424 0.9434
S3 0.9415 0.9421 0.9434
S4 0.9406 0.9412 0.9431
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9832 0.9754 0.9504
R3 0.9714 0.9636 0.9471
R2 0.9596 0.9596 0.9461
R1 0.9518 0.9518 0.9450 0.9498
PP 0.9478 0.9478 0.9478 0.9469
S1 0.9400 0.9400 0.9428 0.9380
S2 0.9360 0.9360 0.9417
S3 0.9242 0.9282 0.9407
S4 0.9124 0.9164 0.9374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9557 0.9427 0.0130 1.4% 0.0002 0.0% 7% False True 3
10 0.9557 0.9357 0.0200 2.1% 0.0004 0.0% 40% False False 2
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 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9474
2.618 0.9460
1.618 0.9451
1.000 0.9445
0.618 0.9442
HIGH 0.9436
0.618 0.9433
0.500 0.9432
0.382 0.9430
LOW 0.9427
0.618 0.9421
1.000 0.9418
1.618 0.9412
2.618 0.9403
4.250 0.9389
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 0.9435 0.9447
PP 0.9433 0.9443
S1 0.9432 0.9440

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

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