CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 0.8954 0.8910 -0.0044 -0.5% 0.9041
High 0.8954 0.8910 -0.0044 -0.5% 0.9049
Low 0.8954 0.8815 -0.0139 -1.6% 0.8899
Close 0.8954 0.8829 -0.0125 -1.4% 0.8985
Range 0.0000 0.0095 0.0095 0.0150
ATR 0.0056 0.0062 0.0006 10.7% 0.0000
Volume 3 3 0 0.0% 29
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9136 0.9078 0.8881
R3 0.9041 0.8983 0.8855
R2 0.8946 0.8946 0.8846
R1 0.8888 0.8888 0.8838 0.8870
PP 0.8851 0.8851 0.8851 0.8842
S1 0.8793 0.8793 0.8820 0.8775
S2 0.8756 0.8756 0.8812
S3 0.8661 0.8698 0.8803
S4 0.8566 0.8603 0.8777
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9428 0.9356 0.9068
R3 0.9278 0.9206 0.9026
R2 0.9128 0.9128 0.9013
R1 0.9056 0.9056 0.8999 0.9017
PP 0.8978 0.8978 0.8978 0.8958
S1 0.8906 0.8906 0.8971 0.8867
S2 0.8828 0.8828 0.8958
S3 0.8678 0.8756 0.8944
S4 0.8528 0.8606 0.8903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9045 0.8815 0.0230 2.6% 0.0043 0.5% 6% False True 3
10 0.9049 0.8815 0.0234 2.7% 0.0035 0.4% 6% False True 4
20 0.9296 0.8815 0.0481 5.4% 0.0039 0.4% 3% False True 4
40 0.9557 0.8815 0.0742 8.4% 0.0021 0.2% 2% False True 3
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 0.0001
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 0.9314
2.618 0.9159
1.618 0.9064
1.000 0.9005
0.618 0.8969
HIGH 0.8910
0.618 0.8874
0.500 0.8863
0.382 0.8851
LOW 0.8815
0.618 0.8756
1.000 0.8720
1.618 0.8661
2.618 0.8566
4.250 0.8411
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 0.8863 0.8930
PP 0.8851 0.8896
S1 0.8840 0.8863

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

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