CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 0.8352 0.8290 -0.0062 -0.7% 0.8485
High 0.8352 0.8290 -0.0062 -0.7% 0.8485
Low 0.8330 0.8253 -0.0077 -0.9% 0.8388
Close 0.8330 0.8288 -0.0042 -0.5% 0.8388
Range 0.0022 0.0037 0.0015 68.2% 0.0097
ATR 0.0049 0.0051 0.0002 4.1% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8388 0.8375 0.8308
R3 0.8351 0.8338 0.8298
R2 0.8314 0.8314 0.8295
R1 0.8301 0.8301 0.8291 0.8289
PP 0.8277 0.8277 0.8277 0.8271
S1 0.8264 0.8264 0.8285 0.8252
S2 0.8240 0.8240 0.8281
S3 0.8203 0.8227 0.8278
S4 0.8166 0.8190 0.8268
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 0.8253 0.0177 2.1% 0.0019 0.2% 20% False True 1
10 0.8552 0.8253 0.0299 3.6% 0.0011 0.1% 12% False True 1
20 0.8624 0.8253 0.0371 4.5% 0.0017 0.2% 9% False True 1
40 0.8746 0.8253 0.0493 5.9% 0.0013 0.2% 7% False True 1
60 0.8980 0.8253 0.0727 8.8% 0.0011 0.1% 5% False True 1
80 0.9200 0.8253 0.0947 11.4% 0.0010 0.1% 4% False True 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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8447
2.618 0.8387
1.618 0.8350
1.000 0.8327
0.618 0.8313
HIGH 0.8290
0.618 0.8276
0.500 0.8272
0.382 0.8267
LOW 0.8253
0.618 0.8230
1.000 0.8216
1.618 0.8193
2.618 0.8156
4.250 0.8096
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 0.8283 0.8324
PP 0.8277 0.8312
S1 0.8272 0.8300

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

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