CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 0.8489 0.8508 0.0019 0.2% 0.8480
High 0.8489 0.8508 0.0019 0.2% 0.8624
Low 0.8489 0.8508 0.0019 0.2% 0.8480
Close 0.8489 0.8508 0.0019 0.2% 0.8624
Range
ATR 0.0053 0.0050 -0.0002 -4.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8508 0.8508 0.8508
R3 0.8508 0.8508 0.8508
R2 0.8508 0.8508 0.8508
R1 0.8508 0.8508 0.8508 0.8508
PP 0.8508 0.8508 0.8508 0.8508
S1 0.8508 0.8508 0.8508 0.8508
S2 0.8508 0.8508 0.8508
S3 0.8508 0.8508 0.8508
S4 0.8508 0.8508 0.8508
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 0.8489 0.0135 1.6% 0.0002 0.0% 14% False False 1
10 0.8624 0.8389 0.0235 2.8% 0.0014 0.2% 51% False False 1
20 0.8746 0.8389 0.0357 4.2% 0.0013 0.2% 33% False False 1
40 0.8746 0.8389 0.0357 4.2% 0.0011 0.1% 33% False False 1
60 0.9200 0.8389 0.0811 9.5% 0.0011 0.1% 15% False False 2
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8508
2.618 0.8508
1.618 0.8508
1.000 0.8508
0.618 0.8508
HIGH 0.8508
0.618 0.8508
0.500 0.8508
0.382 0.8508
LOW 0.8508
0.618 0.8508
1.000 0.8508
1.618 0.8508
2.618 0.8508
4.250 0.8508
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 0.8508 0.8547
PP 0.8508 0.8534
S1 0.8508 0.8521

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

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