CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 0.8203 0.8225 0.0022 0.3% 0.8394
High 0.8203 0.8225 0.0022 0.3% 0.8394
Low 0.8187 0.8146 -0.0041 -0.5% 0.8216
Close 0.8187 0.8147 -0.0040 -0.5% 0.8216
Range 0.0016 0.0079 0.0063 393.8% 0.0178
ATR 0.0048 0.0050 0.0002 4.7% 0.0000
Volume 13 1 -12 -92.3% 30
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8410 0.8357 0.8190
R3 0.8331 0.8278 0.8169
R2 0.8252 0.8252 0.8161
R1 0.8199 0.8199 0.8154 0.8186
PP 0.8173 0.8173 0.8173 0.8166
S1 0.8120 0.8120 0.8140 0.8107
S2 0.8094 0.8094 0.8133
S3 0.8015 0.8041 0.8125
S4 0.7936 0.7962 0.8104
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 0.8231 0.8139 0.0092 1.1% 0.0041 0.5% 9% False False 7
10 0.8394 0.8139 0.0255 3.1% 0.0027 0.3% 3% False False 5
20 0.8624 0.8139 0.0485 6.0% 0.0016 0.2% 2% False False 3
40 0.8746 0.8139 0.0607 7.5% 0.0015 0.2% 1% False False 2
60 0.8810 0.8139 0.0671 8.2% 0.0013 0.2% 1% False False 2
80 0.9200 0.8139 0.1061 13.0% 0.0012 0.1% 1% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8561
2.618 0.8432
1.618 0.8353
1.000 0.8304
0.618 0.8274
HIGH 0.8225
0.618 0.8195
0.500 0.8186
0.382 0.8176
LOW 0.8146
0.618 0.8097
1.000 0.8067
1.618 0.8018
2.618 0.7939
4.250 0.7810
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 0.8186 0.8189
PP 0.8173 0.8175
S1 0.8160 0.8161

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

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