CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 0.8672 0.8614 -0.0058 -0.7% 0.8690
High 0.8693 0.8677 -0.0016 -0.2% 0.8804
Low 0.8586 0.8601 0.0015 0.2% 0.8586
Close 0.8632 0.8671 0.0039 0.5% 0.8632
Range 0.0107 0.0076 -0.0031 -29.0% 0.0218
ATR 0.0077 0.0077 0.0000 -0.1% 0.0000
Volume 139 626 487 350.4% 1,686
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8878 0.8850 0.8713
R3 0.8802 0.8774 0.8692
R2 0.8726 0.8726 0.8685
R1 0.8698 0.8698 0.8678 0.8712
PP 0.8650 0.8650 0.8650 0.8657
S1 0.8622 0.8622 0.8664 0.8636
S2 0.8574 0.8574 0.8657
S3 0.8498 0.8546 0.8650
S4 0.8422 0.8470 0.8629
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% 0.0092 1.1% 39% False False 462
10 0.8987 0.8586 0.0401 4.6% 0.0088 1.0% 21% False False 357
20 0.8987 0.8586 0.0401 4.6% 0.0076 0.9% 21% False False 258
40 0.9049 0.8586 0.0463 5.3% 0.0056 0.7% 18% False False 135
60 0.9394 0.8586 0.0808 9.3% 0.0044 0.5% 11% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9000
2.618 0.8876
1.618 0.8800
1.000 0.8753
0.618 0.8724
HIGH 0.8677
0.618 0.8648
0.500 0.8639
0.382 0.8630
LOW 0.8601
0.618 0.8554
1.000 0.8525
1.618 0.8478
2.618 0.8402
4.250 0.8278
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 0.8660 0.8671
PP 0.8650 0.8671
S1 0.8639 0.8671

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

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