CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 0.8556 0.8586 0.0030 0.4% 0.8707
High 0.8567 0.8586 0.0019 0.2% 0.8711
Low 0.8556 0.8586 0.0030 0.4% 0.8598
Close 0.8567 0.8586 0.0019 0.2% 0.8598
Range 0.0011 0.0000 -0.0011 -100.0% 0.0113
ATR 0.0044 0.0042 -0.0002 -4.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8586 0.8586 0.8586
R3 0.8586 0.8586 0.8586
R2 0.8586 0.8586 0.8586
R1 0.8586 0.8586 0.8586 0.8586
PP 0.8586 0.8586 0.8586 0.8586
S1 0.8586 0.8586 0.8586 0.8586
S2 0.8586 0.8586 0.8586
S3 0.8586 0.8586 0.8586
S4 0.8586 0.8586 0.8586
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8975 0.8899 0.8660
R3 0.8862 0.8786 0.8629
R2 0.8749 0.8749 0.8619
R1 0.8673 0.8673 0.8608 0.8655
PP 0.8636 0.8636 0.8636 0.8626
S1 0.8560 0.8560 0.8588 0.8542
S2 0.8523 0.8523 0.8577
S3 0.8410 0.8447 0.8567
S4 0.8297 0.8334 0.8536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8711 0.8556 0.0155 1.8% 0.0011 0.1% 19% False False 1
10 0.8834 0.8556 0.0278 3.2% 0.0007 0.1% 11% False False 1
20 0.9200 0.8556 0.0644 7.5% 0.0008 0.1% 5% False False 2
40 0.9200 0.8556 0.0644 7.5% 0.0006 0.1% 5% False False 4
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 0.8586
2.618 0.8586
1.618 0.8586
1.000 0.8586
0.618 0.8586
HIGH 0.8586
0.618 0.8586
0.500 0.8586
0.382 0.8586
LOW 0.8586
0.618 0.8586
1.000 0.8586
1.618 0.8586
2.618 0.8586
4.250 0.8586
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 0.8586 0.8583
PP 0.8586 0.8580
S1 0.8586 0.8577

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

View Archives - Comment on this page... - Back to Index of Symbols