CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 0.9211 0.9175 -0.0036 -0.4% 0.9367
High 0.9211 0.9175 -0.0036 -0.4% 0.9394
Low 0.9211 0.9150 -0.0061 -0.7% 0.9241
Close 0.9211 0.9165 -0.0046 -0.5% 0.9241
Range 0.0000 0.0025 0.0025 0.0153
ATR 0.0037 0.0039 0.0002 4.6% 0.0000
Volume 0 4 4 5
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9238 0.9227 0.9179
R3 0.9213 0.9202 0.9172
R2 0.9188 0.9188 0.9170
R1 0.9177 0.9177 0.9167 0.9170
PP 0.9163 0.9163 0.9163 0.9160
S1 0.9152 0.9152 0.9163 0.9145
S2 0.9138 0.9138 0.9160
S3 0.9113 0.9127 0.9158
S4 0.9088 0.9102 0.9151
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9751 0.9649 0.9325
R3 0.9598 0.9496 0.9283
R2 0.9445 0.9445 0.9269
R1 0.9343 0.9343 0.9255 0.9318
PP 0.9292 0.9292 0.9292 0.9279
S1 0.9190 0.9190 0.9227 0.9165
S2 0.9139 0.9139 0.9213
S3 0.8986 0.9037 0.9199
S4 0.8833 0.8884 0.9157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9394 0.9150 0.0244 2.7% 0.0005 0.1% 6% False True 1
10 0.9394 0.9150 0.0244 2.7% 0.0003 0.0% 6% False True 1
20 0.9557 0.9150 0.0407 4.4% 0.0002 0.0% 4% False True 1
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 30 trading days
Fibonacci Retracements and Extensions
4.250 0.9281
2.618 0.9240
1.618 0.9215
1.000 0.9200
0.618 0.9190
HIGH 0.9175
0.618 0.9165
0.500 0.9163
0.382 0.9160
LOW 0.9150
0.618 0.9135
1.000 0.9125
1.618 0.9110
2.618 0.9085
4.250 0.9044
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 0.9164 0.9196
PP 0.9163 0.9185
S1 0.9163 0.9175

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

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