CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 0.8707 0.8675 -0.0032 -0.4% 0.8855
High 0.8707 0.8675 -0.0032 -0.4% 0.8919
Low 0.8707 0.8675 -0.0032 -0.4% 0.8765
Close 0.8707 0.8675 -0.0032 -0.4% 0.8765
Range
ATR 0.0044 0.0043 -0.0001 -2.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8675 0.8675 0.8675
R3 0.8675 0.8675 0.8675
R2 0.8675 0.8675 0.8675
R1 0.8675 0.8675 0.8675 0.8675
PP 0.8675 0.8675 0.8675 0.8675
S1 0.8675 0.8675 0.8675 0.8675
S2 0.8675 0.8675 0.8675
S3 0.8675 0.8675 0.8675
S4 0.8675 0.8675 0.8675
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9278 0.9176 0.8850
R3 0.9124 0.9022 0.8807
R2 0.8970 0.8970 0.8793
R1 0.8868 0.8868 0.8779 0.8842
PP 0.8816 0.8816 0.8816 0.8804
S1 0.8714 0.8714 0.8751 0.8688
S2 0.8662 0.8662 0.8737
S3 0.8508 0.8560 0.8723
S4 0.8354 0.8406 0.8680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8834 0.8675 0.0159 1.8% 0.0002 0.0% 0% False True 1
10 0.8980 0.8675 0.0305 3.5% 0.0008 0.1% 0% False True 2
20 0.9200 0.8675 0.0525 6.1% 0.0008 0.1% 0% False True 5
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 0.8675
2.618 0.8675
1.618 0.8675
1.000 0.8675
0.618 0.8675
HIGH 0.8675
0.618 0.8675
0.500 0.8675
0.382 0.8675
LOW 0.8675
0.618 0.8675
1.000 0.8675
1.618 0.8675
2.618 0.8675
4.250 0.8675
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 0.8675 0.8720
PP 0.8675 0.8705
S1 0.8675 0.8690

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

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