CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 0.8644 0.8634 -0.0010 -0.1% 0.8605
High 0.8644 0.8634 -0.0010 -0.1% 0.8660
Low 0.8644 0.8634 -0.0010 -0.1% 0.8560
Close 0.8644 0.8634 -0.0010 -0.1% 0.8613
Range
ATR 0.0049 0.0046 -0.0003 -5.7% 0.0000
Volume 1 1 0 0.0% 14
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8634 0.8634 0.8634
R3 0.8634 0.8634 0.8634
R2 0.8634 0.8634 0.8634
R1 0.8634 0.8634 0.8634 0.8634
PP 0.8634 0.8634 0.8634 0.8634
S1 0.8634 0.8634 0.8634 0.8634
S2 0.8634 0.8634 0.8634
S3 0.8634 0.8634 0.8634
S4 0.8634 0.8634 0.8634
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8911 0.8862 0.8668
R3 0.8811 0.8762 0.8641
R2 0.8711 0.8711 0.8631
R1 0.8662 0.8662 0.8622 0.8687
PP 0.8611 0.8611 0.8611 0.8623
S1 0.8562 0.8562 0.8604 0.8587
S2 0.8511 0.8511 0.8595
S3 0.8411 0.8462 0.8586
S4 0.8311 0.8362 0.8558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8660 0.8613 0.0047 0.5% 0.0008 0.1% 45% False False 1
10 0.8676 0.8556 0.0120 1.4% 0.0015 0.2% 65% False False 2
20 0.8711 0.8506 0.0205 2.4% 0.0011 0.1% 62% False False 1
40 0.9200 0.8506 0.0694 8.0% 0.0009 0.1% 18% False False 3
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8634
2.618 0.8634
1.618 0.8634
1.000 0.8634
0.618 0.8634
HIGH 0.8634
0.618 0.8634
0.500 0.8634
0.382 0.8634
LOW 0.8634
0.618 0.8634
1.000 0.8634
1.618 0.8634
2.618 0.8634
4.250 0.8634
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 0.8634 0.8632
PP 0.8634 0.8630
S1 0.8634 0.8629

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

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