CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 0.8723 0.8754 0.0031 0.4% 0.8898
High 0.8804 0.8756 -0.0048 -0.5% 0.8987
Low 0.8707 0.8653 -0.0054 -0.6% 0.8680
Close 0.8761 0.8679 -0.0082 -0.9% 0.8686
Range 0.0097 0.0103 0.0006 6.2% 0.0307
ATR 0.0072 0.0075 0.0003 3.6% 0.0000
Volume 629 673 44 7.0% 1,265
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9005 0.8945 0.8736
R3 0.8902 0.8842 0.8707
R2 0.8799 0.8799 0.8698
R1 0.8739 0.8739 0.8688 0.8718
PP 0.8696 0.8696 0.8696 0.8685
S1 0.8636 0.8636 0.8670 0.8615
S2 0.8593 0.8593 0.8660
S3 0.8490 0.8533 0.8651
S4 0.8387 0.8430 0.8622
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 0.8804 0.8653 0.0151 1.7% 0.0088 1.0% 17% False True 406
10 0.8987 0.8653 0.0334 3.8% 0.0085 1.0% 8% False True 301
20 0.8987 0.8653 0.0334 3.8% 0.0068 0.8% 8% False True 223
40 0.9070 0.8653 0.0417 4.8% 0.0054 0.6% 6% False True 117
60 0.9436 0.8653 0.0783 9.0% 0.0042 0.5% 3% False True 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9194
2.618 0.9026
1.618 0.8923
1.000 0.8859
0.618 0.8820
HIGH 0.8756
0.618 0.8717
0.500 0.8705
0.382 0.8692
LOW 0.8653
0.618 0.8589
1.000 0.8550
1.618 0.8486
2.618 0.8383
4.250 0.8215
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 0.8705 0.8729
PP 0.8696 0.8712
S1 0.8688 0.8696

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

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