CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 0.8576 0.8605 0.0029 0.3% 0.8480
High 0.8576 0.8605 0.0029 0.3% 0.8624
Low 0.8576 0.8597 0.0021 0.2% 0.8480
Close 0.8576 0.8597 0.0021 0.2% 0.8624
Range 0.0000 0.0008 0.0008 0.0144
ATR 0.0050 0.0049 -0.0002 -3.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8624 0.8618 0.8601
R3 0.8616 0.8610 0.8599
R2 0.8608 0.8608 0.8598
R1 0.8602 0.8602 0.8598 0.8601
PP 0.8600 0.8600 0.8600 0.8599
S1 0.8594 0.8594 0.8596 0.8593
S2 0.8592 0.8592 0.8596
S3 0.8584 0.8586 0.8595
S4 0.8576 0.8578 0.8593
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9008 0.8960 0.8703
R3 0.8864 0.8816 0.8664
R2 0.8720 0.8720 0.8650
R1 0.8672 0.8672 0.8637 0.8696
PP 0.8576 0.8576 0.8576 0.8588
S1 0.8528 0.8528 0.8611 0.8552
S2 0.8432 0.8432 0.8598
S3 0.8288 0.8384 0.8584
S4 0.8144 0.8240 0.8545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8624 0.8576 0.0048 0.6% 0.0002 0.0% 44% False False 1
10 0.8624 0.8389 0.0235 2.7% 0.0023 0.3% 89% False False 1
20 0.8746 0.8389 0.0357 4.2% 0.0013 0.2% 58% False False 1
40 0.8746 0.8389 0.0357 4.2% 0.0012 0.1% 58% False False 1
60 0.9200 0.8389 0.0811 9.4% 0.0011 0.1% 26% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8639
2.618 0.8626
1.618 0.8618
1.000 0.8613
0.618 0.8610
HIGH 0.8605
0.618 0.8602
0.500 0.8601
0.382 0.8600
LOW 0.8597
0.618 0.8592
1.000 0.8589
1.618 0.8584
2.618 0.8576
4.250 0.8563
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 0.8601 0.8600
PP 0.8600 0.8599
S1 0.8598 0.8598

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

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