CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 0.9175 0.9210 0.0035 0.4% 0.9367
High 0.9175 0.9210 0.0035 0.4% 0.9394
Low 0.9150 0.9191 0.0041 0.4% 0.9241
Close 0.9165 0.9191 0.0026 0.3% 0.9241
Range 0.0025 0.0019 -0.0006 -24.0% 0.0153
ATR 0.0039 0.0039 0.0000 1.1% 0.0000
Volume 4 4 0 0.0% 5
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9254 0.9242 0.9201
R3 0.9235 0.9223 0.9196
R2 0.9216 0.9216 0.9194
R1 0.9204 0.9204 0.9193 0.9201
PP 0.9197 0.9197 0.9197 0.9196
S1 0.9185 0.9185 0.9189 0.9182
S2 0.9178 0.9178 0.9188
S3 0.9159 0.9166 0.9186
S4 0.9140 0.9147 0.9181
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 0.9323 0.9150 0.0173 1.9% 0.0009 0.1% 24% False False 2
10 0.9394 0.9150 0.0244 2.7% 0.0004 0.0% 17% False False 1
20 0.9557 0.9150 0.0407 4.4% 0.0003 0.0% 10% False 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 0.9291
2.618 0.9260
1.618 0.9241
1.000 0.9229
0.618 0.9222
HIGH 0.9210
0.618 0.9203
0.500 0.9201
0.382 0.9198
LOW 0.9191
0.618 0.9179
1.000 0.9172
1.618 0.9160
2.618 0.9141
4.250 0.9110
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 0.9201 0.9188
PP 0.9197 0.9184
S1 0.9194 0.9181

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

View Archives - Comment on this page... - Back to Index of Symbols