CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 0.9334 0.9342 0.0008 0.1% 0.9254
High 0.9364 0.9361 -0.0003 0.0% 0.9371
Low 0.9327 0.9312 -0.0015 -0.2% 0.9226
Close 0.9342 0.9336 -0.0006 -0.1% 0.9332
Range 0.0037 0.0049 0.0012 32.4% 0.0145
ATR 0.0060 0.0059 -0.0001 -1.3% 0.0000
Volume 38,904 52,488 13,584 34.9% 312,629
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 0.9483 0.9459 0.9363
R3 0.9434 0.9410 0.9349
R2 0.9385 0.9385 0.9345
R1 0.9361 0.9361 0.9340 0.9349
PP 0.9336 0.9336 0.9336 0.9330
S1 0.9312 0.9312 0.9332 0.9300
S2 0.9287 0.9287 0.9327
S3 0.9238 0.9263 0.9323
S4 0.9189 0.9214 0.9309
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9745 0.9683 0.9412
R3 0.9600 0.9538 0.9372
R2 0.9455 0.9455 0.9359
R1 0.9393 0.9393 0.9345 0.9424
PP 0.9310 0.9310 0.9310 0.9325
S1 0.9248 0.9248 0.9319 0.9279
S2 0.9165 0.9165 0.9305
S3 0.9020 0.9103 0.9292
S4 0.8875 0.8958 0.9252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9371 0.9294 0.0077 0.8% 0.0046 0.5% 55% False False 55,247
10 0.9371 0.9175 0.0196 2.1% 0.0055 0.6% 82% False False 60,545
20 0.9384 0.9175 0.0209 2.2% 0.0059 0.6% 77% False False 59,927
40 0.9419 0.8943 0.0476 5.1% 0.0064 0.7% 83% False False 65,903
60 0.9419 0.8829 0.0590 6.3% 0.0067 0.7% 86% False False 49,955
80 0.9419 0.8586 0.0833 8.9% 0.0072 0.8% 90% False False 37,553
100 0.9419 0.8586 0.0833 8.9% 0.0070 0.7% 90% False False 30,069
120 0.9419 0.8586 0.0833 8.9% 0.0065 0.7% 90% False False 25,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9569
2.618 0.9489
1.618 0.9440
1.000 0.9410
0.618 0.9391
HIGH 0.9361
0.618 0.9342
0.500 0.9337
0.382 0.9331
LOW 0.9312
0.618 0.9282
1.000 0.9263
1.618 0.9233
2.618 0.9184
4.250 0.9104
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 0.9337 0.9338
PP 0.9336 0.9337
S1 0.9336 0.9337

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

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