CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 0.8508 0.8552 0.0044 0.5% 0.8576
High 0.8508 0.8552 0.0044 0.5% 0.8605
Low 0.8508 0.8535 0.0027 0.3% 0.8489
Close 0.8508 0.8535 0.0027 0.3% 0.8535
Range 0.0000 0.0017 0.0017 0.0116
ATR 0.0050 0.0050 0.0000 -0.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8592 0.8580 0.8544
R3 0.8575 0.8563 0.8540
R2 0.8558 0.8558 0.8538
R1 0.8546 0.8546 0.8537 0.8544
PP 0.8541 0.8541 0.8541 0.8539
S1 0.8529 0.8529 0.8533 0.8527
S2 0.8524 0.8524 0.8532
S3 0.8507 0.8512 0.8530
S4 0.8490 0.8495 0.8526
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8891 0.8829 0.8599
R3 0.8775 0.8713 0.8567
R2 0.8659 0.8659 0.8556
R1 0.8597 0.8597 0.8546 0.8570
PP 0.8543 0.8543 0.8543 0.8530
S1 0.8481 0.8481 0.8524 0.8454
S2 0.8427 0.8427 0.8514
S3 0.8311 0.8365 0.8503
S4 0.8195 0.8249 0.8471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8605 0.8489 0.0116 1.4% 0.0005 0.1% 40% False False 1
10 0.8624 0.8480 0.0144 1.7% 0.0004 0.1% 38% False False 1
20 0.8746 0.8389 0.0357 4.2% 0.0014 0.2% 41% False False 1
40 0.8746 0.8389 0.0357 4.2% 0.0011 0.1% 41% False False 1
60 0.9200 0.8389 0.0811 9.5% 0.0011 0.1% 18% False False 2
80 0.9200 0.8389 0.0811 9.5% 0.0009 0.1% 18% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8624
2.618 0.8597
1.618 0.8580
1.000 0.8569
0.618 0.8563
HIGH 0.8552
0.618 0.8546
0.500 0.8544
0.382 0.8541
LOW 0.8535
0.618 0.8524
1.000 0.8518
1.618 0.8507
2.618 0.8490
4.250 0.8463
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 0.8544 0.8530
PP 0.8541 0.8525
S1 0.8538 0.8521

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

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