CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 0.8921 0.8942 0.0021 0.2% 0.9113
High 0.8921 0.8942 0.0021 0.2% 0.9113
Low 0.8921 0.8870 -0.0051 -0.6% 0.8870
Close 0.8921 0.8870 -0.0051 -0.6% 0.8870
Range 0.0000 0.0072 0.0072 0.0243
ATR 0.0038 0.0040 0.0002 6.5% 0.0000
Volume 6 6 0 0.0% 30
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9110 0.9062 0.8910
R3 0.9038 0.8990 0.8890
R2 0.8966 0.8966 0.8883
R1 0.8918 0.8918 0.8877 0.8906
PP 0.8894 0.8894 0.8894 0.8888
S1 0.8846 0.8846 0.8863 0.8834
S2 0.8822 0.8822 0.8857
S3 0.8750 0.8774 0.8850
S4 0.8678 0.8702 0.8830
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9680 0.9518 0.9004
R3 0.9437 0.9275 0.8937
R2 0.9194 0.9194 0.8915
R1 0.9032 0.9032 0.8892 0.8992
PP 0.8951 0.8951 0.8951 0.8931
S1 0.8789 0.8789 0.8848 0.8749
S2 0.8708 0.8708 0.8825
S3 0.8465 0.8546 0.8803
S4 0.8222 0.8303 0.8736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9113 0.8870 0.0243 2.7% 0.0014 0.2% 0% False True 6
10 0.9200 0.8870 0.0330 3.7% 0.0015 0.2% 0% False True 6
20 0.9200 0.8870 0.0330 3.7% 0.0008 0.1% 0% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.9248
2.618 0.9130
1.618 0.9058
1.000 0.9014
0.618 0.8986
HIGH 0.8942
0.618 0.8914
0.500 0.8906
0.382 0.8898
LOW 0.8870
0.618 0.8826
1.000 0.8798
1.618 0.8754
2.618 0.8682
4.250 0.8564
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 0.8906 0.8925
PP 0.8894 0.8907
S1 0.8882 0.8888

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

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