CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 0.8580 0.8605 0.0025 0.3% 0.8595
High 0.8580 0.8605 0.0025 0.3% 0.8676
Low 0.8556 0.8605 0.0049 0.6% 0.8556
Close 0.8556 0.8605 0.0049 0.6% 0.8556
Range 0.0024 0.0000 -0.0024 -100.0% 0.0120
ATR 0.0056 0.0055 0.0000 -0.9% 0.0000
Volume 1 4 3 300.0% 11
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8605 0.8605 0.8605
R3 0.8605 0.8605 0.8605
R2 0.8605 0.8605 0.8605
R1 0.8605 0.8605 0.8605 0.8605
PP 0.8605 0.8605 0.8605 0.8605
S1 0.8605 0.8605 0.8605 0.8605
S2 0.8605 0.8605 0.8605
S3 0.8605 0.8605 0.8605
S4 0.8605 0.8605 0.8605
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8956 0.8876 0.8622
R3 0.8836 0.8756 0.8589
R2 0.8716 0.8716 0.8578
R1 0.8636 0.8636 0.8567 0.8616
PP 0.8596 0.8596 0.8596 0.8586
S1 0.8516 0.8516 0.8545 0.8496
S2 0.8476 0.8476 0.8534
S3 0.8356 0.8396 0.8523
S4 0.8236 0.8276 0.8490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8676 0.8556 0.0120 1.4% 0.0022 0.3% 41% False False 2
10 0.8676 0.8506 0.0170 2.0% 0.0012 0.1% 58% False False 1
20 0.8919 0.8506 0.0413 4.8% 0.0009 0.1% 24% False False 1
40 0.9200 0.8506 0.0694 8.1% 0.0008 0.1% 14% False False 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8605
2.618 0.8605
1.618 0.8605
1.000 0.8605
0.618 0.8605
HIGH 0.8605
0.618 0.8605
0.500 0.8605
0.382 0.8605
LOW 0.8605
0.618 0.8605
1.000 0.8605
1.618 0.8605
2.618 0.8605
4.250 0.8605
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 0.8605 0.8599
PP 0.8605 0.8593
S1 0.8605 0.8587

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

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