CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 0.8290 0.8271 -0.0019 -0.2% 0.8485
High 0.8290 0.8271 -0.0019 -0.2% 0.8485
Low 0.8253 0.8271 0.0018 0.2% 0.8388
Close 0.8288 0.8271 -0.0017 -0.2% 0.8388
Range 0.0037 0.0000 -0.0037 -100.0% 0.0097
ATR 0.0051 0.0048 -0.0002 -4.7% 0.0000
Volume 2 13 11 550.0% 5
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8271 0.8271 0.8271
R3 0.8271 0.8271 0.8271
R2 0.8271 0.8271 0.8271
R1 0.8271 0.8271 0.8271 0.8271
PP 0.8271 0.8271 0.8271 0.8271
S1 0.8271 0.8271 0.8271 0.8271
S2 0.8271 0.8271 0.8271
S3 0.8271 0.8271 0.8271
S4 0.8271 0.8271 0.8271
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 0.8394 0.8253 0.0141 1.7% 0.0012 0.1% 13% False False 3
10 0.8552 0.8253 0.0299 3.6% 0.0011 0.1% 6% False False 2
20 0.8624 0.8253 0.0371 4.5% 0.0014 0.2% 5% False False 1
40 0.8746 0.8253 0.0493 6.0% 0.0011 0.1% 4% False False 1
60 0.8942 0.8253 0.0689 8.3% 0.0011 0.1% 3% False False 1
80 0.9200 0.8253 0.0947 11.4% 0.0010 0.1% 2% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
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 0.8271
2.618 0.8271
1.618 0.8271
1.000 0.8271
0.618 0.8271
HIGH 0.8271
0.618 0.8271
0.500 0.8271
0.382 0.8271
LOW 0.8271
0.618 0.8271
1.000 0.8271
1.618 0.8271
2.618 0.8271
4.250 0.8271
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 0.8271 0.8303
PP 0.8271 0.8292
S1 0.8271 0.8282

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

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