CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 0.8590 0.8618 0.0028 0.3% 0.8556
High 0.8676 0.8618 -0.0058 -0.7% 0.8648
Low 0.8590 0.8618 0.0028 0.3% 0.8506
Close 0.8676 0.8618 -0.0058 -0.7% 0.8517
Range 0.0086 0.0000 -0.0086 -100.0% 0.0142
ATR 0.0055 0.0055 0.0000 0.4% 0.0000
Volume 3 1 -2 -66.7% 5
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8618 0.8618 0.8618
R3 0.8618 0.8618 0.8618
R2 0.8618 0.8618 0.8618
R1 0.8618 0.8618 0.8618 0.8618
PP 0.8618 0.8618 0.8618 0.8618
S1 0.8618 0.8618 0.8618 0.8618
S2 0.8618 0.8618 0.8618
S3 0.8618 0.8618 0.8618
S4 0.8618 0.8618 0.8618
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 0.8676 0.8506 0.0170 2.0% 0.0019 0.2% 66% False False 2
10 0.8676 0.8506 0.0170 2.0% 0.0011 0.1% 66% False False 1
20 0.8942 0.8506 0.0436 5.1% 0.0012 0.1% 26% False False 1
40 0.9200 0.8506 0.0694 8.1% 0.0008 0.1% 16% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8618
2.618 0.8618
1.618 0.8618
1.000 0.8618
0.618 0.8618
HIGH 0.8618
0.618 0.8618
0.500 0.8618
0.382 0.8618
LOW 0.8618
0.618 0.8618
1.000 0.8618
1.618 0.8618
2.618 0.8618
4.250 0.8618
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 0.8618 0.8633
PP 0.8618 0.8628
S1 0.8618 0.8623

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

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