CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 0.8870 0.8798 -0.0072 -0.8% 0.8870
High 0.8870 0.8798 -0.0072 -0.8% 0.8913
Low 0.8800 0.8696 -0.0104 -1.2% 0.8779
Close 0.8820 0.8730 -0.0090 -1.0% 0.8901
Range 0.0070 0.0102 0.0032 45.7% 0.0134
ATR 0.0066 0.0070 0.0004 6.3% 0.0000
Volume 309 144 -165 -53.4% 819
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9047 0.8991 0.8786
R3 0.8945 0.8889 0.8758
R2 0.8843 0.8843 0.8749
R1 0.8787 0.8787 0.8739 0.8764
PP 0.8741 0.8741 0.8741 0.8730
S1 0.8685 0.8685 0.8721 0.8662
S2 0.8639 0.8639 0.8711
S3 0.8537 0.8583 0.8702
S4 0.8435 0.8481 0.8674
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9266 0.9218 0.8975
R3 0.9132 0.9084 0.8938
R2 0.8998 0.8998 0.8926
R1 0.8950 0.8950 0.8913 0.8974
PP 0.8864 0.8864 0.8864 0.8877
S1 0.8816 0.8816 0.8889 0.8840
S2 0.8730 0.8730 0.8876
S3 0.8596 0.8682 0.8864
S4 0.8462 0.8548 0.8827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8987 0.8696 0.0291 3.3% 0.0095 1.1% 12% False True 213
10 0.8987 0.8696 0.0291 3.3% 0.0076 0.9% 12% False True 191
20 0.8987 0.8696 0.0291 3.3% 0.0061 0.7% 12% False True 134
40 0.9296 0.8696 0.0600 6.9% 0.0051 0.6% 6% False True 70
60 0.9557 0.8696 0.0861 9.9% 0.0036 0.4% 4% False True 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9232
2.618 0.9065
1.618 0.8963
1.000 0.8900
0.618 0.8861
HIGH 0.8798
0.618 0.8759
0.500 0.8747
0.382 0.8735
LOW 0.8696
0.618 0.8633
1.000 0.8594
1.618 0.8531
2.618 0.8429
4.250 0.8263
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 0.8747 0.8829
PP 0.8741 0.8796
S1 0.8736 0.8763

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

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