CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 0.8376 0.8295 -0.0081 -1.0% 0.8472
High 0.8396 0.8320 -0.0076 -0.9% 0.8536
Low 0.8311 0.8256 -0.0055 -0.7% 0.8311
Close 0.8320 0.8293 -0.0027 -0.3% 0.8320
Range 0.0085 0.0064 -0.0021 -24.7% 0.0225
ATR 0.0098 0.0096 -0.0002 -2.5% 0.0000
Volume 84,760 90,644 5,884 6.9% 518,035
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8482 0.8451 0.8328
R3 0.8418 0.8387 0.8311
R2 0.8354 0.8354 0.8305
R1 0.8323 0.8323 0.8299 0.8307
PP 0.8290 0.8290 0.8290 0.8281
S1 0.8259 0.8259 0.8287 0.8243
S2 0.8226 0.8226 0.8281
S3 0.8162 0.8195 0.8275
S4 0.8098 0.8131 0.8258
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9064 0.8917 0.8444
R3 0.8839 0.8692 0.8382
R2 0.8614 0.8614 0.8361
R1 0.8467 0.8467 0.8341 0.8428
PP 0.8389 0.8389 0.8389 0.8370
S1 0.8242 0.8242 0.8299 0.8203
S2 0.8164 0.8164 0.8279
S3 0.7939 0.8017 0.8258
S4 0.7714 0.7792 0.8196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8536 0.8256 0.0280 3.4% 0.0083 1.0% 13% False True 96,504
10 0.8687 0.8256 0.0431 5.2% 0.0095 1.1% 9% False True 104,347
20 0.8778 0.8256 0.0522 6.3% 0.0096 1.2% 7% False True 100,991
40 0.8882 0.8256 0.0626 7.5% 0.0098 1.2% 6% False True 104,406
60 0.9055 0.8256 0.0799 9.6% 0.0098 1.2% 5% False True 114,882
80 0.9338 0.8256 0.1082 13.0% 0.0089 1.1% 3% False True 90,872
100 0.9364 0.8256 0.1108 13.4% 0.0081 1.0% 3% False True 72,756
120 0.9394 0.8256 0.1138 13.7% 0.0073 0.9% 3% False True 60,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0030
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.8592
2.618 0.8488
1.618 0.8424
1.000 0.8384
0.618 0.8360
HIGH 0.8320
0.618 0.8296
0.500 0.8288
0.382 0.8280
LOW 0.8256
0.618 0.8216
1.000 0.8192
1.618 0.8152
2.618 0.8088
4.250 0.7984
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 0.8291 0.8341
PP 0.8290 0.8325
S1 0.8288 0.8309

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

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