CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 0.8213 0.8203 -0.0010 -0.1% 0.8394
High 0.8231 0.8203 -0.0028 -0.3% 0.8394
Low 0.8193 0.8187 -0.0006 -0.1% 0.8216
Close 0.8196 0.8187 -0.0009 -0.1% 0.8216
Range 0.0038 0.0016 -0.0022 -57.9% 0.0178
ATR 0.0050 0.0048 -0.0002 -4.9% 0.0000
Volume 8 13 5 62.5% 30
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8240 0.8230 0.8196
R3 0.8224 0.8214 0.8191
R2 0.8208 0.8208 0.8190
R1 0.8198 0.8198 0.8188 0.8195
PP 0.8192 0.8192 0.8192 0.8191
S1 0.8182 0.8182 0.8186 0.8179
S2 0.8176 0.8176 0.8184
S3 0.8160 0.8166 0.8183
S4 0.8144 0.8150 0.8178
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 0.8271 0.8139 0.0132 1.6% 0.0026 0.3% 36% False False 9
10 0.8430 0.8139 0.0291 3.6% 0.0022 0.3% 16% False False 5
20 0.8624 0.8139 0.0485 5.9% 0.0012 0.2% 10% False False 3
40 0.8746 0.8139 0.0607 7.4% 0.0014 0.2% 8% False False 2
60 0.8834 0.8139 0.0695 8.5% 0.0012 0.1% 7% False False 2
80 0.9200 0.8139 0.1061 13.0% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8271
2.618 0.8245
1.618 0.8229
1.000 0.8219
0.618 0.8213
HIGH 0.8203
0.618 0.8197
0.500 0.8195
0.382 0.8193
LOW 0.8187
0.618 0.8177
1.000 0.8171
1.618 0.8161
2.618 0.8145
4.250 0.8119
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 0.8195 0.8186
PP 0.8192 0.8186
S1 0.8190 0.8185

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

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