CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 0.8767 0.8785 0.0018 0.2% 0.8838
High 0.8767 0.8831 0.0064 0.7% 0.8861
Low 0.8741 0.8785 0.0044 0.5% 0.8741
Close 0.8753 0.8815 0.0062 0.7% 0.8815
Range 0.0026 0.0046 0.0020 76.9% 0.0120
ATR 0.0059 0.0060 0.0001 2.4% 0.0000
Volume 44 5 -39 -88.6% 111
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8948 0.8928 0.8840
R3 0.8902 0.8882 0.8828
R2 0.8856 0.8856 0.8823
R1 0.8836 0.8836 0.8819 0.8846
PP 0.8810 0.8810 0.8810 0.8816
S1 0.8790 0.8790 0.8811 0.8800
S2 0.8764 0.8764 0.8807
S3 0.8718 0.8744 0.8802
S4 0.8672 0.8698 0.8790
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9166 0.9110 0.8881
R3 0.9046 0.8990 0.8848
R2 0.8926 0.8926 0.8837
R1 0.8870 0.8870 0.8826 0.8838
PP 0.8806 0.8806 0.8806 0.8790
S1 0.8750 0.8750 0.8804 0.8718
S2 0.8686 0.8686 0.8793
S3 0.8566 0.8630 0.8782
S4 0.8446 0.8510 0.8749
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% 62% False False 22
10 0.9045 0.8741 0.0304 3.4% 0.0049 0.6% 24% False False 13
20 0.9110 0.8741 0.0369 4.2% 0.0043 0.5% 20% False False 9
40 0.9439 0.8741 0.0698 7.9% 0.0028 0.3% 11% False False 5
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9027
2.618 0.8951
1.618 0.8905
1.000 0.8877
0.618 0.8859
HIGH 0.8831
0.618 0.8813
0.500 0.8808
0.382 0.8803
LOW 0.8785
0.618 0.8757
1.000 0.8739
1.618 0.8711
2.618 0.8665
4.250 0.8590
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 0.8813 0.8806
PP 0.8810 0.8797
S1 0.8808 0.8788

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

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