CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 0.9156 0.9216 0.0060 0.7% 0.9132
High 0.9156 0.9216 0.0060 0.7% 0.9179
Low 0.9145 0.9216 0.0071 0.8% 0.9095
Close 0.9154 0.9216 0.0062 0.7% 0.9179
Range 0.0011 0.0000 -0.0011 -100.0% 0.0084
ATR 0.0034 0.0036 0.0002 6.0% 0.0000
Volume 1 3 2 200.0% 17
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9216 0.9216 0.9216
R3 0.9216 0.9216 0.9216
R2 0.9216 0.9216 0.9216
R1 0.9216 0.9216 0.9216 0.9216
PP 0.9216 0.9216 0.9216 0.9216
S1 0.9216 0.9216 0.9216 0.9216
S2 0.9216 0.9216 0.9216
S3 0.9216 0.9216 0.9216
S4 0.9216 0.9216 0.9216
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 0.9216 0.9122 0.0094 1.0% 0.0008 0.1% 100% True False 1
10 0.9216 0.9089 0.0127 1.4% 0.0011 0.1% 100% True False 3
20 0.9241 0.9087 0.0154 1.7% 0.0012 0.1% 84% False False 3
40 0.9284 0.9087 0.0197 2.1% 0.0010 0.1% 65% False False 3
60 0.9284 0.8817 0.0467 5.1% 0.0009 0.1% 85% False False 2
80 0.9284 0.8750 0.0534 5.8% 0.0008 0.1% 87% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9216
2.618 0.9216
1.618 0.9216
1.000 0.9216
0.618 0.9216
HIGH 0.9216
0.618 0.9216
0.500 0.9216
0.382 0.9216
LOW 0.9216
0.618 0.9216
1.000 0.9216
1.618 0.9216
2.618 0.9216
4.250 0.9216
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 0.9216 0.9202
PP 0.9216 0.9188
S1 0.9216 0.9175

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

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