CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 0.8810 0.8767 -0.0043 -0.5% 0.8965
High 0.8835 0.8767 -0.0068 -0.8% 0.9045
Low 0.8745 0.8741 -0.0004 0.0% 0.8812
Close 0.8781 0.8753 -0.0028 -0.3% 0.8855
Range 0.0090 0.0026 -0.0064 -71.1% 0.0233
ATR 0.0060 0.0059 -0.0001 -2.4% 0.0000
Volume 29 44 15 51.7% 26
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8832 0.8818 0.8767
R3 0.8806 0.8792 0.8760
R2 0.8780 0.8780 0.8758
R1 0.8766 0.8766 0.8755 0.8760
PP 0.8754 0.8754 0.8754 0.8751
S1 0.8740 0.8740 0.8751 0.8734
S2 0.8728 0.8728 0.8748
S3 0.8702 0.8714 0.8746
S4 0.8676 0.8688 0.8739
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9603 0.9462 0.8983
R3 0.9370 0.9229 0.8919
R2 0.9137 0.9137 0.8898
R1 0.8996 0.8996 0.8876 0.8950
PP 0.8904 0.8904 0.8904 0.8881
S1 0.8763 0.8763 0.8834 0.8717
S2 0.8671 0.8671 0.8812
S3 0.8438 0.8530 0.8791
S4 0.8205 0.8297 0.8727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8861 0.8741 0.0120 1.4% 0.0047 0.5% 10% False True 24
10 0.9045 0.8741 0.0304 3.5% 0.0045 0.5% 4% False True 13
20 0.9165 0.8741 0.0424 4.8% 0.0044 0.5% 3% False True 9
40 0.9466 0.8741 0.0725 8.3% 0.0027 0.3% 2% False True 5
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8878
2.618 0.8835
1.618 0.8809
1.000 0.8793
0.618 0.8783
HIGH 0.8767
0.618 0.8757
0.500 0.8754
0.382 0.8751
LOW 0.8741
0.618 0.8725
1.000 0.8715
1.618 0.8699
2.618 0.8673
4.250 0.8631
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 0.8754 0.8789
PP 0.8754 0.8777
S1 0.8753 0.8765

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

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