CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 0.8754 0.8672 -0.0082 -0.9% 0.8690
High 0.8756 0.8693 -0.0063 -0.7% 0.8804
Low 0.8653 0.8586 -0.0067 -0.8% 0.8586
Close 0.8679 0.8632 -0.0047 -0.5% 0.8632
Range 0.0103 0.0107 0.0004 3.9% 0.0218
ATR 0.0075 0.0077 0.0002 3.1% 0.0000
Volume 673 139 -534 -79.3% 1,686
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8958 0.8902 0.8691
R3 0.8851 0.8795 0.8661
R2 0.8744 0.8744 0.8652
R1 0.8688 0.8688 0.8642 0.8663
PP 0.8637 0.8637 0.8637 0.8624
S1 0.8581 0.8581 0.8622 0.8556
S2 0.8530 0.8530 0.8612
S3 0.8423 0.8474 0.8603
S4 0.8316 0.8367 0.8573
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9328 0.9198 0.8752
R3 0.9110 0.8980 0.8692
R2 0.8892 0.8892 0.8672
R1 0.8762 0.8762 0.8652 0.8718
PP 0.8674 0.8674 0.8674 0.8652
S1 0.8544 0.8544 0.8612 0.8500
S2 0.8456 0.8456 0.8592
S3 0.8238 0.8326 0.8572
S4 0.8020 0.8108 0.8512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8804 0.8586 0.0218 2.5% 0.0089 1.0% 21% False True 405
10 0.8987 0.8586 0.0401 4.6% 0.0092 1.1% 11% False True 309
20 0.8987 0.8586 0.0401 4.6% 0.0073 0.8% 11% False True 229
40 0.9070 0.8586 0.0484 5.6% 0.0056 0.7% 10% False True 120
60 0.9394 0.8586 0.0808 9.4% 0.0043 0.5% 6% False True 80
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 0.0007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9148
2.618 0.8973
1.618 0.8866
1.000 0.8800
0.618 0.8759
HIGH 0.8693
0.618 0.8652
0.500 0.8640
0.382 0.8627
LOW 0.8586
0.618 0.8520
1.000 0.8479
1.618 0.8413
2.618 0.8306
4.250 0.8131
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 0.8640 0.8695
PP 0.8637 0.8674
S1 0.8635 0.8653

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

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