CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 0.8830 0.8800 -0.0030 -0.3% 0.8762
High 0.8857 0.8813 -0.0044 -0.5% 0.8904
Low 0.8807 0.8779 -0.0028 -0.3% 0.8745
Close 0.8816 0.8798 -0.0018 -0.2% 0.8880
Range 0.0050 0.0034 -0.0016 -32.0% 0.0159
ATR 0.0058 0.0057 -0.0002 -2.6% 0.0000
Volume 43 61 18 41.9% 755
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8899 0.8882 0.8817
R3 0.8865 0.8848 0.8807
R2 0.8831 0.8831 0.8804
R1 0.8814 0.8814 0.8801 0.8806
PP 0.8797 0.8797 0.8797 0.8792
S1 0.8780 0.8780 0.8795 0.8772
S2 0.8763 0.8763 0.8792
S3 0.8729 0.8746 0.8789
S4 0.8695 0.8712 0.8779
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9320 0.9259 0.8967
R3 0.9161 0.9100 0.8924
R2 0.9002 0.9002 0.8909
R1 0.8941 0.8941 0.8895 0.8972
PP 0.8843 0.8843 0.8843 0.8858
S1 0.8782 0.8782 0.8865 0.8813
S2 0.8684 0.8684 0.8851
S3 0.8525 0.8623 0.8836
S4 0.8366 0.8464 0.8793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8904 0.8779 0.0125 1.4% 0.0058 0.7% 15% False True 169
10 0.8904 0.8745 0.0159 1.8% 0.0054 0.6% 33% False False 149
20 0.8954 0.8741 0.0213 2.4% 0.0047 0.5% 27% False False 83
40 0.9296 0.8741 0.0555 6.3% 0.0042 0.5% 10% False False 43
60 0.9557 0.8741 0.0816 9.3% 0.0029 0.3% 7% False False 29
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8958
2.618 0.8902
1.618 0.8868
1.000 0.8847
0.618 0.8834
HIGH 0.8813
0.618 0.8800
0.500 0.8796
0.382 0.8792
LOW 0.8779
0.618 0.8758
1.000 0.8745
1.618 0.8724
2.618 0.8690
4.250 0.8635
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 0.8797 0.8825
PP 0.8797 0.8816
S1 0.8796 0.8807

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

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