CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 0.8762 0.8828 0.0066 0.8% 0.8824
High 0.8830 0.8850 0.0020 0.2% 0.8842
Low 0.8745 0.8826 0.0081 0.9% 0.8764
Close 0.8814 0.8829 0.0015 0.2% 0.8768
Range 0.0085 0.0024 -0.0061 -71.8% 0.0078
ATR 0.0056 0.0055 -0.0001 -2.6% 0.0000
Volume 272 194 -78 -28.7% 107
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.8907 0.8892 0.8842
R3 0.8883 0.8868 0.8836
R2 0.8859 0.8859 0.8833
R1 0.8844 0.8844 0.8831 0.8852
PP 0.8835 0.8835 0.8835 0.8839
S1 0.8820 0.8820 0.8827 0.8828
S2 0.8811 0.8811 0.8825
S3 0.8787 0.8796 0.8822
S4 0.8763 0.8772 0.8816
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 0.8850 0.8745 0.0105 1.2% 0.0038 0.4% 80% True False 111
10 0.8850 0.8741 0.0109 1.2% 0.0042 0.5% 81% True False 68
20 0.9045 0.8741 0.0304 3.4% 0.0039 0.4% 29% False False 36
40 0.9394 0.8741 0.0653 7.4% 0.0033 0.4% 13% False False 19
60 0.9557 0.8741 0.0816 9.2% 0.0022 0.3% 11% False False 13
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8952
2.618 0.8913
1.618 0.8889
1.000 0.8874
0.618 0.8865
HIGH 0.8850
0.618 0.8841
0.500 0.8838
0.382 0.8835
LOW 0.8826
0.618 0.8811
1.000 0.8802
1.618 0.8787
2.618 0.8763
4.250 0.8724
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 0.8838 0.8819
PP 0.8835 0.8808
S1 0.8832 0.8798

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

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