CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 0.8518 0.8580 0.0062 0.7% 0.8549
High 0.8536 0.8580 0.0044 0.5% 0.8605
Low 0.8518 0.8580 0.0062 0.7% 0.8389
Close 0.8536 0.8580 0.0044 0.5% 0.8502
Range 0.0018 0.0000 -0.0018 -100.0% 0.0216
ATR 0.0056 0.0055 -0.0001 -1.5% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8580 0.8580 0.8580
R3 0.8580 0.8580 0.8580
R2 0.8580 0.8580 0.8580
R1 0.8580 0.8580 0.8580 0.8580
PP 0.8580 0.8580 0.8580 0.8580
S1 0.8580 0.8580 0.8580 0.8580
S2 0.8580 0.8580 0.8580
S3 0.8580 0.8580 0.8580
S4 0.8580 0.8580 0.8580
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 0.8580 0.8389 0.0191 2.2% 0.0034 0.4% 100% True False 1
10 0.8690 0.8389 0.0301 3.5% 0.0022 0.3% 63% False False 1
20 0.8746 0.8389 0.0357 4.2% 0.0013 0.1% 54% False False 1
40 0.8810 0.8389 0.0421 4.9% 0.0012 0.1% 45% False False 1
60 0.9200 0.8389 0.0811 9.5% 0.0010 0.1% 24% False False 3
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 0.8580
2.618 0.8580
1.618 0.8580
1.000 0.8580
0.618 0.8580
HIGH 0.8580
0.618 0.8580
0.500 0.8580
0.382 0.8580
LOW 0.8580
0.618 0.8580
1.000 0.8580
1.618 0.8580
2.618 0.8580
4.250 0.8580
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 0.8580 0.8563
PP 0.8580 0.8547
S1 0.8580 0.8530

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

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