CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 0.9133 0.9149 0.0016 0.2% 0.9132
High 0.9133 0.9149 0.0016 0.2% 0.9179
Low 0.9122 0.9133 0.0011 0.1% 0.9095
Close 0.9122 0.9133 0.0011 0.1% 0.9179
Range 0.0011 0.0016 0.0005 45.5% 0.0084
ATR 0.0035 0.0035 -0.0001 -1.6% 0.0000
Volume 1 2 1 100.0% 17
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9186 0.9176 0.9142
R3 0.9170 0.9160 0.9137
R2 0.9154 0.9154 0.9136
R1 0.9144 0.9144 0.9134 0.9141
PP 0.9138 0.9138 0.9138 0.9137
S1 0.9128 0.9128 0.9132 0.9125
S2 0.9122 0.9122 0.9130
S3 0.9106 0.9112 0.9129
S4 0.9090 0.9096 0.9124
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9403 0.9375 0.9225
R3 0.9319 0.9291 0.9202
R2 0.9235 0.9235 0.9194
R1 0.9207 0.9207 0.9187 0.9221
PP 0.9151 0.9151 0.9151 0.9158
S1 0.9123 0.9123 0.9171 0.9137
S2 0.9067 0.9067 0.9164
S3 0.8983 0.9039 0.9156
S4 0.8899 0.8955 0.9133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9179 0.9095 0.0084 0.9% 0.0008 0.1% 45% False False 2
10 0.9180 0.9087 0.0093 1.0% 0.0018 0.2% 49% False False 4
20 0.9241 0.9087 0.0154 1.7% 0.0013 0.1% 30% False False 3
40 0.9284 0.9087 0.0197 2.2% 0.0011 0.1% 23% False False 3
60 0.9284 0.8802 0.0482 5.3% 0.0009 0.1% 69% False False 2
80 0.9284 0.8750 0.0534 5.8% 0.0007 0.1% 72% False False 3
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 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9217
2.618 0.9191
1.618 0.9175
1.000 0.9165
0.618 0.9159
HIGH 0.9149
0.618 0.9143
0.500 0.9141
0.382 0.9139
LOW 0.9133
0.618 0.9123
1.000 0.9117
1.618 0.9107
2.618 0.9091
4.250 0.9065
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 0.9141 0.9151
PP 0.9138 0.9145
S1 0.9136 0.9139

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

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