CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 0.8485 0.8398 -0.0087 -1.0% 0.8576
High 0.8485 0.8398 -0.0087 -1.0% 0.8605
Low 0.8485 0.8398 -0.0087 -1.0% 0.8489
Close 0.8485 0.8398 -0.0087 -1.0% 0.8535
Range
ATR 0.0050 0.0053 0.0003 5.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8398 0.8398 0.8398
R3 0.8398 0.8398 0.8398
R2 0.8398 0.8398 0.8398
R1 0.8398 0.8398 0.8398 0.8398
PP 0.8398 0.8398 0.8398 0.8398
S1 0.8398 0.8398 0.8398 0.8398
S2 0.8398 0.8398 0.8398
S3 0.8398 0.8398 0.8398
S4 0.8398 0.8398 0.8398
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 0.8552 0.8398 0.0154 1.8% 0.0003 0.0% 0% False True 1
10 0.8624 0.8398 0.0226 2.7% 0.0003 0.0% 0% False True 1
20 0.8690 0.8389 0.0301 3.6% 0.0012 0.1% 3% False False 1
40 0.8746 0.8389 0.0357 4.3% 0.0011 0.1% 3% False False 1
60 0.9200 0.8389 0.0811 9.7% 0.0010 0.1% 1% False False 1
80 0.9200 0.8389 0.0811 9.7% 0.0009 0.1% 1% 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 0.8398
2.618 0.8398
1.618 0.8398
1.000 0.8398
0.618 0.8398
HIGH 0.8398
0.618 0.8398
0.500 0.8398
0.382 0.8398
LOW 0.8398
0.618 0.8398
1.000 0.8398
1.618 0.8398
2.618 0.8398
4.250 0.8398
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 0.8398 0.8475
PP 0.8398 0.8449
S1 0.8398 0.8424

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

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