CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 0.9165 0.9225 0.0060 0.7% 0.9211
High 0.9200 0.9231 0.0031 0.3% 0.9231
Low 0.9165 0.9220 0.0055 0.6% 0.9150
Close 0.9187 0.9231 0.0044 0.5% 0.9231
Range 0.0035 0.0011 -0.0024 -68.6% 0.0081
ATR 0.0039 0.0039 0.0000 0.9% 0.0000
Volume 4 4 0 0.0% 16
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9260 0.9257 0.9237
R3 0.9249 0.9246 0.9234
R2 0.9238 0.9238 0.9233
R1 0.9235 0.9235 0.9232 0.9237
PP 0.9227 0.9227 0.9227 0.9228
S1 0.9224 0.9224 0.9230 0.9226
S2 0.9216 0.9216 0.9229
S3 0.9205 0.9213 0.9228
S4 0.9194 0.9202 0.9225
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9447 0.9420 0.9276
R3 0.9366 0.9339 0.9253
R2 0.9285 0.9285 0.9246
R1 0.9258 0.9258 0.9238 0.9272
PP 0.9204 0.9204 0.9204 0.9211
S1 0.9177 0.9177 0.9224 0.9191
S2 0.9123 0.9123 0.9216
S3 0.9042 0.9096 0.9209
S4 0.8961 0.9015 0.9186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9231 0.9150 0.0081 0.9% 0.0018 0.2% 100% True False 3
10 0.9394 0.9150 0.0244 2.6% 0.0009 0.1% 33% False False 2
20 0.9557 0.9150 0.0407 4.4% 0.0005 0.1% 20% False False 2
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9278
2.618 0.9260
1.618 0.9249
1.000 0.9242
0.618 0.9238
HIGH 0.9231
0.618 0.9227
0.500 0.9226
0.382 0.9224
LOW 0.9220
0.618 0.9213
1.000 0.9209
1.618 0.9202
2.618 0.9191
4.250 0.9173
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 0.9229 0.9220
PP 0.9227 0.9209
S1 0.9226 0.9198

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

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