CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 0.8401 0.8389 -0.0012 -0.1% 0.8549
High 0.8438 0.8502 0.0064 0.8% 0.8605
Low 0.8401 0.8389 -0.0012 -0.1% 0.8389
Close 0.8438 0.8502 0.0064 0.8% 0.8502
Range 0.0037 0.0113 0.0076 205.4% 0.0216
ATR 0.0054 0.0058 0.0004 7.8% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8803 0.8766 0.8564
R3 0.8690 0.8653 0.8533
R2 0.8577 0.8577 0.8523
R1 0.8540 0.8540 0.8512 0.8559
PP 0.8464 0.8464 0.8464 0.8474
S1 0.8427 0.8427 0.8492 0.8446
S2 0.8351 0.8351 0.8481
S3 0.8238 0.8314 0.8471
S4 0.8125 0.8201 0.8440
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9147 0.9040 0.8621
R3 0.8931 0.8824 0.8561
R2 0.8715 0.8715 0.8542
R1 0.8608 0.8608 0.8522 0.8554
PP 0.8499 0.8499 0.8499 0.8471
S1 0.8392 0.8392 0.8482 0.8338
S2 0.8283 0.8283 0.8462
S3 0.8067 0.8176 0.8443
S4 0.7851 0.7960 0.8383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8605 0.8389 0.0216 2.5% 0.0041 0.5% 52% False True 1
10 0.8746 0.8389 0.0357 4.2% 0.0024 0.3% 32% False True 1
20 0.8746 0.8389 0.0357 4.2% 0.0014 0.2% 32% False True 1
40 0.8919 0.8389 0.0530 6.2% 0.0012 0.1% 21% False True 1
60 0.9200 0.8389 0.0811 9.5% 0.0010 0.1% 14% False True 3
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 0.0001
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 0.8982
2.618 0.8798
1.618 0.8685
1.000 0.8615
0.618 0.8572
HIGH 0.8502
0.618 0.8459
0.500 0.8446
0.382 0.8432
LOW 0.8389
0.618 0.8319
1.000 0.8276
1.618 0.8206
2.618 0.8093
4.250 0.7909
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 0.8483 0.8483
PP 0.8464 0.8464
S1 0.8446 0.8446

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

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