CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 0.9123 0.9103 -0.0020 -0.2% 0.9073
High 0.9123 0.9103 -0.0020 -0.2% 0.9137
Low 0.9123 0.9103 -0.0020 -0.2% 0.9073
Close 0.9123 0.9103 -0.0020 -0.2% 0.9137
Range
ATR 0.0024 0.0023 0.0000 -1.1% 0.0000
Volume 11 11 0 0.0% 5
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9103 0.9103 0.9103
R3 0.9103 0.9103 0.9103
R2 0.9103 0.9103 0.9103
R1 0.9103 0.9103 0.9103 0.9103
PP 0.9103 0.9103 0.9103 0.9103
S1 0.9103 0.9103 0.9103 0.9103
S2 0.9103 0.9103 0.9103
S3 0.9103 0.9103 0.9103
S4 0.9103 0.9103 0.9103
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9308 0.9286 0.9172
R3 0.9244 0.9222 0.9155
R2 0.9180 0.9180 0.9149
R1 0.9158 0.9158 0.9143 0.9169
PP 0.9116 0.9116 0.9116 0.9121
S1 0.9094 0.9094 0.9131 0.9105
S2 0.9052 0.9052 0.9125
S3 0.8988 0.9030 0.9119
S4 0.8924 0.8966 0.9102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9138 0.9103 0.0035 0.4% 0.0003 0.0% 0% False True 7
10 0.9138 0.9071 0.0067 0.7% 0.0004 0.0% 48% False False 4
Crabel Price Patterns
NR False
NR4 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9103
2.618 0.9103
1.618 0.9103
1.000 0.9103
0.618 0.9103
HIGH 0.9103
0.618 0.9103
0.500 0.9103
0.382 0.9103
LOW 0.9103
0.618 0.9103
1.000 0.9103
1.618 0.9103
2.618 0.9103
4.250 0.9103
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 0.9103 0.9121
PP 0.9103 0.9115
S1 0.9103 0.9109

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

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