CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 0.8552 0.8485 -0.0067 -0.8% 0.8576
High 0.8552 0.8485 -0.0067 -0.8% 0.8605
Low 0.8535 0.8485 -0.0050 -0.6% 0.8489
Close 0.8535 0.8485 -0.0050 -0.6% 0.8535
Range 0.0017 0.0000 -0.0017 -100.0% 0.0116
ATR 0.0050 0.0050 0.0000 0.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8485 0.8485 0.8485
R3 0.8485 0.8485 0.8485
R2 0.8485 0.8485 0.8485
R1 0.8485 0.8485 0.8485 0.8485
PP 0.8485 0.8485 0.8485 0.8485
S1 0.8485 0.8485 0.8485 0.8485
S2 0.8485 0.8485 0.8485
S3 0.8485 0.8485 0.8485
S4 0.8485 0.8485 0.8485
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 0.8485 0.0120 1.4% 0.0005 0.1% 0% False True 1
10 0.8624 0.8485 0.0139 1.6% 0.0004 0.1% 0% False True 1
20 0.8746 0.8389 0.0357 4.2% 0.0014 0.2% 27% False False 1
40 0.8746 0.8389 0.0357 4.2% 0.0011 0.1% 27% False False 1
60 0.9200 0.8389 0.0811 9.6% 0.0011 0.1% 12% False False 2
80 0.9200 0.8389 0.0811 9.6% 0.0009 0.1% 12% False False 3
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 0.8485
2.618 0.8485
1.618 0.8485
1.000 0.8485
0.618 0.8485
HIGH 0.8485
0.618 0.8485
0.500 0.8485
0.382 0.8485
LOW 0.8485
0.618 0.8485
1.000 0.8485
1.618 0.8485
2.618 0.8485
4.250 0.8485
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 0.8485 0.8519
PP 0.8485 0.8507
S1 0.8485 0.8496

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

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