CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 0.8394 0.8352 -0.0042 -0.5% 0.8485
High 0.8394 0.8352 -0.0042 -0.5% 0.8485
Low 0.8394 0.8330 -0.0064 -0.8% 0.8388
Close 0.8394 0.8330 -0.0064 -0.8% 0.8388
Range 0.0000 0.0022 0.0022 0.0097
ATR 0.0048 0.0049 0.0001 2.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8403 0.8389 0.8342
R3 0.8381 0.8367 0.8336
R2 0.8359 0.8359 0.8334
R1 0.8345 0.8345 0.8332 0.8341
PP 0.8337 0.8337 0.8337 0.8336
S1 0.8323 0.8323 0.8328 0.8319
S2 0.8315 0.8315 0.8326
S3 0.8293 0.8301 0.8324
S4 0.8271 0.8279 0.8318
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 0.8430 0.8330 0.0100 1.2% 0.0012 0.1% 0% False True 1
10 0.8605 0.8330 0.0275 3.3% 0.0008 0.1% 0% False True 1
20 0.8624 0.8330 0.0294 3.5% 0.0015 0.2% 0% False True 1
40 0.8746 0.8330 0.0416 5.0% 0.0012 0.1% 0% False True 1
60 0.9020 0.8330 0.0690 8.3% 0.0011 0.1% 0% False True 1
80 0.9200 0.8330 0.0870 10.4% 0.0009 0.1% 0% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8446
2.618 0.8410
1.618 0.8388
1.000 0.8374
0.618 0.8366
HIGH 0.8352
0.618 0.8344
0.500 0.8341
0.382 0.8338
LOW 0.8330
0.618 0.8316
1.000 0.8308
1.618 0.8294
2.618 0.8272
4.250 0.8237
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 0.8341 0.8362
PP 0.8337 0.8351
S1 0.8334 0.8341

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

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