CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 0.8595 0.8653 0.0058 0.7% 0.8556
High 0.8595 0.8653 0.0058 0.7% 0.8648
Low 0.8595 0.8653 0.0058 0.7% 0.8506
Close 0.8595 0.8653 0.0058 0.7% 0.8517
Range
ATR 0.0052 0.0053 0.0000 0.8% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8653 0.8653 0.8653
R3 0.8653 0.8653 0.8653
R2 0.8653 0.8653 0.8653
R1 0.8653 0.8653 0.8653 0.8653
PP 0.8653 0.8653 0.8653 0.8653
S1 0.8653 0.8653 0.8653 0.8653
S2 0.8653 0.8653 0.8653
S3 0.8653 0.8653 0.8653
S4 0.8653 0.8653 0.8653
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8983 0.8892 0.8595
R3 0.8841 0.8750 0.8556
R2 0.8699 0.8699 0.8543
R1 0.8608 0.8608 0.8530 0.8583
PP 0.8557 0.8557 0.8557 0.8544
S1 0.8466 0.8466 0.8504 0.8441
S2 0.8415 0.8415 0.8491
S3 0.8273 0.8324 0.8478
S4 0.8131 0.8182 0.8439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8653 0.8506 0.0147 1.7% 0.0002 0.0% 100% True False 1
10 0.8711 0.8506 0.0205 2.4% 0.0006 0.1% 72% False False 1
20 0.8980 0.8506 0.0474 5.5% 0.0007 0.1% 31% False False 1
40 0.9200 0.8506 0.0694 8.0% 0.0006 0.1% 21% 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 0.8653
2.618 0.8653
1.618 0.8653
1.000 0.8653
0.618 0.8653
HIGH 0.8653
0.618 0.8653
0.500 0.8653
0.382 0.8653
LOW 0.8653
0.618 0.8653
1.000 0.8653
1.618 0.8653
2.618 0.8653
4.250 0.8653
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 0.8653 0.8629
PP 0.8653 0.8604
S1 0.8653 0.8580

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

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