CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 0.9357 0.9338 -0.0019 -0.2% 0.9334
High 0.9374 0.9353 -0.0021 -0.2% 0.9388
Low 0.9307 0.9316 0.0009 0.1% 0.9307
Close 0.9338 0.9347 0.0009 0.1% 0.9347
Range 0.0067 0.0037 -0.0030 -44.8% 0.0081
ATR 0.0059 0.0058 -0.0002 -2.7% 0.0000
Volume 62,914 39,592 -23,322 -37.1% 249,973
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9450 0.9435 0.9367
R3 0.9413 0.9398 0.9357
R2 0.9376 0.9376 0.9354
R1 0.9361 0.9361 0.9350 0.9369
PP 0.9339 0.9339 0.9339 0.9342
S1 0.9324 0.9324 0.9344 0.9332
S2 0.9302 0.9302 0.9340
S3 0.9265 0.9287 0.9337
S4 0.9228 0.9250 0.9327
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9590 0.9550 0.9392
R3 0.9509 0.9469 0.9369
R2 0.9428 0.9428 0.9362
R1 0.9388 0.9388 0.9354 0.9408
PP 0.9347 0.9347 0.9347 0.9358
S1 0.9307 0.9307 0.9340 0.9327
S2 0.9266 0.9266 0.9332
S3 0.9185 0.9226 0.9325
S4 0.9104 0.9145 0.9302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9388 0.9307 0.0081 0.9% 0.0048 0.5% 49% False False 49,994
10 0.9388 0.9226 0.0162 1.7% 0.0052 0.6% 75% False False 56,260
20 0.9388 0.9175 0.0213 2.3% 0.0056 0.6% 81% False False 58,321
40 0.9419 0.8981 0.0438 4.7% 0.0062 0.7% 84% False False 63,688
60 0.9419 0.8829 0.0590 6.3% 0.0066 0.7% 88% False False 52,578
80 0.9419 0.8586 0.0833 8.9% 0.0071 0.8% 91% False False 39,520
100 0.9419 0.8586 0.0833 8.9% 0.0070 0.7% 91% False False 31,654
120 0.9419 0.8586 0.0833 8.9% 0.0065 0.7% 91% False False 26,380
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9510
2.618 0.9450
1.618 0.9413
1.000 0.9390
0.618 0.9376
HIGH 0.9353
0.618 0.9339
0.500 0.9335
0.382 0.9330
LOW 0.9316
0.618 0.9293
1.000 0.9279
1.618 0.9256
2.618 0.9219
4.250 0.9159
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 0.9343 0.9348
PP 0.9339 0.9347
S1 0.9335 0.9347

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

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