CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 0.8985 0.9041 0.0056 0.6% 0.9022
High 0.8985 0.9049 0.0064 0.7% 0.9070
Low 0.8985 0.8985 0.0000 0.0% 0.8955
Close 0.8985 0.8985 0.0000 0.0% 0.8985
Range 0.0000 0.0064 0.0064 0.0115
ATR 0.0048 0.0049 0.0001 2.5% 0.0000
Volume 7 7 0 0.0% 21
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9198 0.9156 0.9020
R3 0.9134 0.9092 0.9003
R2 0.9070 0.9070 0.8997
R1 0.9028 0.9028 0.8991 0.9017
PP 0.9006 0.9006 0.9006 0.9001
S1 0.8964 0.8964 0.8979 0.8953
S2 0.8942 0.8942 0.8973
S3 0.8878 0.8900 0.8967
S4 0.8814 0.8836 0.8950
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9348 0.9282 0.9048
R3 0.9233 0.9167 0.9017
R2 0.9118 0.9118 0.9006
R1 0.9052 0.9052 0.8996 0.9028
PP 0.9003 0.9003 0.9003 0.8991
S1 0.8937 0.8937 0.8974 0.8913
S2 0.8888 0.8888 0.8964
S3 0.8773 0.8822 0.8953
S4 0.8658 0.8707 0.8922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9070 0.8955 0.0115 1.3% 0.0044 0.5% 26% False False 5
10 0.9296 0.8955 0.0341 3.8% 0.0044 0.5% 9% False False 4
20 0.9394 0.8955 0.0439 4.9% 0.0027 0.3% 7% False False 3
40 0.9557 0.8955 0.0602 6.7% 0.0014 0.2% 5% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9321
2.618 0.9217
1.618 0.9153
1.000 0.9113
0.618 0.9089
HIGH 0.9049
0.618 0.9025
0.500 0.9017
0.382 0.9009
LOW 0.8985
0.618 0.8945
1.000 0.8921
1.618 0.8881
2.618 0.8817
4.250 0.8713
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 0.9017 0.9002
PP 0.9006 0.8996
S1 0.8996 0.8991

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

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