CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 0.8828 0.8779 -0.0049 -0.6% 0.8824
High 0.8850 0.8836 -0.0014 -0.2% 0.8842
Low 0.8826 0.8760 -0.0066 -0.7% 0.8764
Close 0.8829 0.8811 -0.0018 -0.2% 0.8768
Range 0.0024 0.0076 0.0052 216.7% 0.0078
ATR 0.0055 0.0056 0.0002 2.7% 0.0000
Volume 194 114 -80 -41.2% 107
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9030 0.8997 0.8853
R3 0.8954 0.8921 0.8832
R2 0.8878 0.8878 0.8825
R1 0.8845 0.8845 0.8818 0.8862
PP 0.8802 0.8802 0.8802 0.8811
S1 0.8769 0.8769 0.8804 0.8786
S2 0.8726 0.8726 0.8797
S3 0.8650 0.8693 0.8790
S4 0.8574 0.8617 0.8769
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% 0.0051 0.6% 63% False False 128
10 0.8850 0.8741 0.0109 1.2% 0.0045 0.5% 64% False False 76
20 0.9045 0.8741 0.0304 3.5% 0.0040 0.5% 23% False False 41
40 0.9394 0.8741 0.0653 7.4% 0.0035 0.4% 11% False False 22
60 0.9557 0.8741 0.0816 9.3% 0.0024 0.3% 9% False False 15
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9159
2.618 0.9035
1.618 0.8959
1.000 0.8912
0.618 0.8883
HIGH 0.8836
0.618 0.8807
0.500 0.8798
0.382 0.8789
LOW 0.8760
0.618 0.8713
1.000 0.8684
1.618 0.8637
2.618 0.8561
4.250 0.8437
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 0.8807 0.8807
PP 0.8802 0.8802
S1 0.8798 0.8798

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

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