CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 0.8390 0.8394 0.0004 0.0% 0.8485
High 0.8390 0.8394 0.0004 0.0% 0.8485
Low 0.8388 0.8394 0.0006 0.1% 0.8388
Close 0.8388 0.8394 0.0006 0.1% 0.8388
Range 0.0002 0.0000 -0.0002 -100.0% 0.0097
ATR 0.0051 0.0048 -0.0003 -6.3% 0.0000
Volume 2 1 -1 -50.0% 5
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8394 0.8394 0.8394
R3 0.8394 0.8394 0.8394
R2 0.8394 0.8394 0.8394
R1 0.8394 0.8394 0.8394 0.8394
PP 0.8394 0.8394 0.8394 0.8394
S1 0.8394 0.8394 0.8394 0.8394
S2 0.8394 0.8394 0.8394
S3 0.8394 0.8394 0.8394
S4 0.8394 0.8394 0.8394
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8711 0.8647 0.8441
R3 0.8614 0.8550 0.8415
R2 0.8517 0.8517 0.8406
R1 0.8453 0.8453 0.8397 0.8437
PP 0.8420 0.8420 0.8420 0.8412
S1 0.8356 0.8356 0.8379 0.8340
S2 0.8323 0.8323 0.8370
S3 0.8226 0.8259 0.8361
S4 0.8129 0.8162 0.8335
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8485 0.8388 0.0097 1.2% 0.0007 0.1% 6% False False 1
10 0.8605 0.8388 0.0217 2.6% 0.0006 0.1% 3% False False 1
20 0.8624 0.8388 0.0236 2.8% 0.0014 0.2% 3% False False 1
40 0.8746 0.8388 0.0358 4.3% 0.0012 0.1% 2% False False 1
60 0.9113 0.8388 0.0725 8.6% 0.0010 0.1% 1% False False 1
80 0.9200 0.8388 0.0812 9.7% 0.0009 0.1% 1% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8394
2.618 0.8394
1.618 0.8394
1.000 0.8394
0.618 0.8394
HIGH 0.8394
0.618 0.8394
0.500 0.8394
0.382 0.8394
LOW 0.8394
0.618 0.8394
1.000 0.8394
1.618 0.8394
2.618 0.8394
4.250 0.8394
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 0.8394 0.8409
PP 0.8394 0.8404
S1 0.8394 0.8399

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

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