CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 0.8648 0.8506 -0.0142 -1.6% 0.8556
High 0.8648 0.8517 -0.0131 -1.5% 0.8648
Low 0.8648 0.8506 -0.0142 -1.6% 0.8506
Close 0.8648 0.8517 -0.0131 -1.5% 0.8517
Range 0.0000 0.0011 0.0011 0.0142
ATR 0.0043 0.0050 0.0007 16.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8546 0.8543 0.8523
R3 0.8535 0.8532 0.8520
R2 0.8524 0.8524 0.8519
R1 0.8521 0.8521 0.8518 0.8523
PP 0.8513 0.8513 0.8513 0.8514
S1 0.8510 0.8510 0.8516 0.8512
S2 0.8502 0.8502 0.8515
S3 0.8491 0.8499 0.8514
S4 0.8480 0.8488 0.8511
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8983 0.8892 0.8595
R3 0.8841 0.8750 0.8556
R2 0.8699 0.8699 0.8543
R1 0.8608 0.8608 0.8530 0.8583
PP 0.8557 0.8557 0.8557 0.8544
S1 0.8466 0.8466 0.8504 0.8441
S2 0.8415 0.8415 0.8491
S3 0.8273 0.8324 0.8478
S4 0.8131 0.8182 0.8439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8648 0.8506 0.0142 1.7% 0.0004 0.1% 8% False True 1
10 0.8711 0.8506 0.0205 2.4% 0.0006 0.1% 5% False True 1
20 0.9113 0.8506 0.0607 7.1% 0.0007 0.1% 2% False True 2
40 0.9200 0.8506 0.0694 8.1% 0.0006 0.1% 2% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8564
2.618 0.8546
1.618 0.8535
1.000 0.8528
0.618 0.8524
HIGH 0.8517
0.618 0.8513
0.500 0.8512
0.382 0.8510
LOW 0.8506
0.618 0.8499
1.000 0.8495
1.618 0.8488
2.618 0.8477
4.250 0.8459
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 0.8515 0.8577
PP 0.8513 0.8557
S1 0.8512 0.8537

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

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