CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 0.8798 0.8731 -0.0067 -0.8% 0.8898
High 0.8798 0.8740 -0.0058 -0.7% 0.8987
Low 0.8696 0.8680 -0.0016 -0.2% 0.8680
Close 0.8730 0.8686 -0.0044 -0.5% 0.8686
Range 0.0102 0.0060 -0.0042 -41.2% 0.0307
ATR 0.0070 0.0069 -0.0001 -1.0% 0.0000
Volume 144 341 197 136.8% 1,265
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8882 0.8844 0.8719
R3 0.8822 0.8784 0.8703
R2 0.8762 0.8762 0.8697
R1 0.8724 0.8724 0.8692 0.8713
PP 0.8702 0.8702 0.8702 0.8697
S1 0.8664 0.8664 0.8681 0.8653
S2 0.8642 0.8642 0.8675
S3 0.8582 0.8604 0.8670
S4 0.8522 0.8544 0.8653
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9705 0.9503 0.8855
R3 0.9398 0.9196 0.8770
R2 0.9091 0.9091 0.8742
R1 0.8889 0.8889 0.8714 0.8837
PP 0.8784 0.8784 0.8784 0.8758
S1 0.8582 0.8582 0.8658 0.8530
S2 0.8477 0.8477 0.8630
S3 0.8170 0.8275 0.8602
S4 0.7863 0.7968 0.8517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8987 0.8680 0.0307 3.5% 0.0084 1.0% 2% False True 253
10 0.8987 0.8680 0.0307 3.5% 0.0072 0.8% 2% False True 208
20 0.8987 0.8680 0.0307 3.5% 0.0059 0.7% 2% False True 149
40 0.9270 0.8680 0.0590 6.8% 0.0053 0.6% 1% False True 78
60 0.9472 0.8680 0.0792 9.1% 0.0037 0.4% 1% False True 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8995
2.618 0.8897
1.618 0.8837
1.000 0.8800
0.618 0.8777
HIGH 0.8740
0.618 0.8717
0.500 0.8710
0.382 0.8703
LOW 0.8680
0.618 0.8643
1.000 0.8620
1.618 0.8583
2.618 0.8523
4.250 0.8425
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 0.8710 0.8775
PP 0.8702 0.8745
S1 0.8694 0.8716

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

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