CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 0.8810 0.8762 -0.0048 -0.5% 0.8824
High 0.8821 0.8830 0.0009 0.1% 0.8842
Low 0.8764 0.8745 -0.0019 -0.2% 0.8764
Close 0.8768 0.8814 0.0046 0.5% 0.8768
Range 0.0057 0.0085 0.0028 49.1% 0.0078
ATR 0.0054 0.0056 0.0002 4.1% 0.0000
Volume 13 272 259 1,992.3% 107
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9051 0.9018 0.8861
R3 0.8966 0.8933 0.8837
R2 0.8881 0.8881 0.8830
R1 0.8848 0.8848 0.8822 0.8865
PP 0.8796 0.8796 0.8796 0.8805
S1 0.8763 0.8763 0.8806 0.8780
S2 0.8711 0.8711 0.8798
S3 0.8626 0.8678 0.8791
S4 0.8541 0.8593 0.8767
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 0.8745 0.0097 1.1% 0.0037 0.4% 71% False True 75
10 0.8861 0.8741 0.0120 1.4% 0.0042 0.5% 61% False False 49
20 0.9049 0.8741 0.0308 3.5% 0.0041 0.5% 24% False False 27
40 0.9394 0.8741 0.0653 7.4% 0.0032 0.4% 11% False False 15
60 0.9557 0.8741 0.0816 9.3% 0.0022 0.3% 9% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9191
2.618 0.9053
1.618 0.8968
1.000 0.8915
0.618 0.8883
HIGH 0.8830
0.618 0.8798
0.500 0.8788
0.382 0.8777
LOW 0.8745
0.618 0.8692
1.000 0.8660
1.618 0.8607
2.618 0.8522
4.250 0.8384
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 0.8805 0.8805
PP 0.8796 0.8796
S1 0.8788 0.8788

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

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