CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 0.8199 0.8213 0.0014 0.2% 0.8394
High 0.8201 0.8231 0.0030 0.4% 0.8394
Low 0.8139 0.8193 0.0054 0.7% 0.8216
Close 0.8190 0.8196 0.0006 0.1% 0.8216
Range 0.0062 0.0038 -0.0024 -38.7% 0.0178
ATR 0.0051 0.0050 -0.0001 -1.4% 0.0000
Volume 2 8 6 300.0% 30
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8321 0.8296 0.8217
R3 0.8283 0.8258 0.8206
R2 0.8245 0.8245 0.8203
R1 0.8220 0.8220 0.8199 0.8214
PP 0.8207 0.8207 0.8207 0.8203
S1 0.8182 0.8182 0.8193 0.8176
S2 0.8169 0.8169 0.8189
S3 0.8131 0.8144 0.8186
S4 0.8093 0.8106 0.8175
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8809 0.8691 0.8314
R3 0.8631 0.8513 0.8265
R2 0.8453 0.8453 0.8249
R1 0.8335 0.8335 0.8232 0.8305
PP 0.8275 0.8275 0.8275 0.8261
S1 0.8157 0.8157 0.8200 0.8127
S2 0.8097 0.8097 0.8183
S3 0.7919 0.7979 0.8167
S4 0.7741 0.7801 0.8118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8290 0.8139 0.0151 1.8% 0.0030 0.4% 38% False False 7
10 0.8430 0.8139 0.0291 3.6% 0.0021 0.3% 20% False False 4
20 0.8624 0.8139 0.0485 5.9% 0.0013 0.2% 12% False False 2
40 0.8746 0.8139 0.0607 7.4% 0.0013 0.2% 9% False False 2
60 0.8919 0.8139 0.0780 9.5% 0.0012 0.1% 7% False False 1
80 0.9200 0.8139 0.1061 12.9% 0.0011 0.1% 5% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8393
2.618 0.8330
1.618 0.8292
1.000 0.8269
0.618 0.8254
HIGH 0.8231
0.618 0.8216
0.500 0.8212
0.382 0.8208
LOW 0.8193
0.618 0.8170
1.000 0.8155
1.618 0.8132
2.618 0.8094
4.250 0.8032
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 0.8212 0.8192
PP 0.8207 0.8189
S1 0.8201 0.8185

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

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