CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 0.9022 0.9070 0.0048 0.5% 0.9240
High 0.9049 0.9070 0.0021 0.2% 0.9296
Low 0.9022 0.9001 -0.0021 -0.2% 0.9040
Close 0.9035 0.9016 -0.0019 -0.2% 0.9044
Range 0.0027 0.0069 0.0042 155.6% 0.0256
ATR 0.0047 0.0048 0.0002 3.4% 0.0000
Volume 5 4 -1 -20.0% 15
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9236 0.9195 0.9054
R3 0.9167 0.9126 0.9035
R2 0.9098 0.9098 0.9029
R1 0.9057 0.9057 0.9022 0.9043
PP 0.9029 0.9029 0.9029 0.9022
S1 0.8988 0.8988 0.9010 0.8974
S2 0.8960 0.8960 0.9003
S3 0.8891 0.8919 0.8997
S4 0.8822 0.8850 0.8978
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9895 0.9725 0.9185
R3 0.9639 0.9469 0.9114
R2 0.9383 0.9383 0.9091
R1 0.9213 0.9213 0.9067 0.9170
PP 0.9127 0.9127 0.9127 0.9105
S1 0.8957 0.8957 0.9021 0.8914
S2 0.8871 0.8871 0.8997
S3 0.8615 0.8701 0.8974
S4 0.8359 0.8445 0.8903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9270 0.9001 0.0269 3.0% 0.0061 0.7% 6% False True 3
10 0.9296 0.9001 0.0295 3.3% 0.0038 0.4% 5% False True 3
20 0.9394 0.9001 0.0393 4.4% 0.0020 0.2% 4% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9363
2.618 0.9251
1.618 0.9182
1.000 0.9139
0.618 0.9113
HIGH 0.9070
0.618 0.9044
0.500 0.9036
0.382 0.9027
LOW 0.9001
0.618 0.8958
1.000 0.8932
1.618 0.8889
2.618 0.8820
4.250 0.8708
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 0.9036 0.9056
PP 0.9029 0.9042
S1 0.9023 0.9029

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

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