CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 0.8652 0.8664 0.0012 0.1% 0.8644
High 0.8652 0.8664 0.0012 0.1% 0.8652
Low 0.8652 0.8664 0.0012 0.1% 0.8613
Close 0.8652 0.8664 0.0012 0.1% 0.8652
Range
ATR 0.0041 0.0039 -0.0002 -5.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8664 0.8664 0.8664
R3 0.8664 0.8664 0.8664
R2 0.8664 0.8664 0.8664
R1 0.8664 0.8664 0.8664 0.8664
PP 0.8664 0.8664 0.8664 0.8664
S1 0.8664 0.8664 0.8664 0.8664
S2 0.8664 0.8664 0.8664
S3 0.8664 0.8664 0.8664
S4 0.8664 0.8664 0.8664
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8756 0.8743 0.8673
R3 0.8717 0.8704 0.8663
R2 0.8678 0.8678 0.8659
R1 0.8665 0.8665 0.8656 0.8672
PP 0.8639 0.8639 0.8639 0.8642
S1 0.8626 0.8626 0.8648 0.8633
S2 0.8600 0.8600 0.8645
S3 0.8561 0.8587 0.8641
S4 0.8522 0.8548 0.8631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8664 0.8613 0.0051 0.6% 0.0000 0.0% 100% True False 1
10 0.8664 0.8560 0.0104 1.2% 0.0004 0.0% 100% True False 1
20 0.8676 0.8506 0.0170 2.0% 0.0008 0.1% 93% False False 1
40 0.9200 0.8506 0.0694 8.0% 0.0009 0.1% 23% False False 2
60 0.9200 0.8506 0.0694 8.0% 0.0007 0.1% 23% False False 3
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 0.8664
2.618 0.8664
1.618 0.8664
1.000 0.8664
0.618 0.8664
HIGH 0.8664
0.618 0.8664
0.500 0.8664
0.382 0.8664
LOW 0.8664
0.618 0.8664
1.000 0.8664
1.618 0.8664
2.618 0.8664
4.250 0.8664
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 0.8664 0.8656
PP 0.8664 0.8647
S1 0.8664 0.8639

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

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