CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 0.8792 0.8810 0.0018 0.2% 0.8824
High 0.8794 0.8821 0.0027 0.3% 0.8842
Low 0.8782 0.8764 -0.0018 -0.2% 0.8764
Close 0.8794 0.8768 -0.0026 -0.3% 0.8768
Range 0.0012 0.0057 0.0045 375.0% 0.0078
ATR 0.0054 0.0054 0.0000 0.4% 0.0000
Volume 50 13 -37 -74.0% 107
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8955 0.8919 0.8799
R3 0.8898 0.8862 0.8784
R2 0.8841 0.8841 0.8778
R1 0.8805 0.8805 0.8773 0.8795
PP 0.8784 0.8784 0.8784 0.8779
S1 0.8748 0.8748 0.8763 0.8738
S2 0.8727 0.8727 0.8758
S3 0.8670 0.8691 0.8752
S4 0.8613 0.8634 0.8737
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9025 0.8975 0.8811
R3 0.8947 0.8897 0.8789
R2 0.8869 0.8869 0.8782
R1 0.8819 0.8819 0.8775 0.8805
PP 0.8791 0.8791 0.8791 0.8785
S1 0.8741 0.8741 0.8761 0.8727
S2 0.8713 0.8713 0.8754
S3 0.8635 0.8663 0.8747
S4 0.8557 0.8585 0.8725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8842 0.8764 0.0078 0.9% 0.0029 0.3% 5% False True 22
10 0.8861 0.8741 0.0120 1.4% 0.0038 0.4% 23% False False 23
20 0.9049 0.8741 0.0308 3.5% 0.0036 0.4% 9% False False 14
40 0.9394 0.8741 0.0653 7.4% 0.0030 0.3% 4% False False 8
60 0.9557 0.8741 0.0816 9.3% 0.0021 0.2% 3% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9063
2.618 0.8970
1.618 0.8913
1.000 0.8878
0.618 0.8856
HIGH 0.8821
0.618 0.8799
0.500 0.8793
0.382 0.8786
LOW 0.8764
0.618 0.8729
1.000 0.8707
1.618 0.8672
2.618 0.8615
4.250 0.8522
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 0.8793 0.8796
PP 0.8784 0.8787
S1 0.8776 0.8777

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

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