CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 0.8120 0.8119 -0.0001 0.0% 0.8199
High 0.8128 0.8145 0.0017 0.2% 0.8231
Low 0.8106 0.8106 0.0000 0.0% 0.8139
Close 0.8117 0.8108 -0.0009 -0.1% 0.8143
Range 0.0022 0.0039 0.0017 77.3% 0.0092
ATR 0.0046 0.0046 -0.0001 -1.1% 0.0000
Volume 4 5 1 25.0% 26
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8237 0.8211 0.8129
R3 0.8198 0.8172 0.8119
R2 0.8159 0.8159 0.8115
R1 0.8133 0.8133 0.8112 0.8127
PP 0.8120 0.8120 0.8120 0.8116
S1 0.8094 0.8094 0.8104 0.8088
S2 0.8081 0.8081 0.8101
S3 0.8042 0.8055 0.8097
S4 0.8003 0.8016 0.8087
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8447 0.8387 0.8194
R3 0.8355 0.8295 0.8168
R2 0.8263 0.8263 0.8160
R1 0.8203 0.8203 0.8151 0.8187
PP 0.8171 0.8171 0.8171 0.8163
S1 0.8111 0.8111 0.8135 0.8095
S2 0.8079 0.8079 0.8126
S3 0.7987 0.8019 0.8118
S4 0.7895 0.7927 0.8092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8225 0.8106 0.0119 1.5% 0.0032 0.4% 2% False True 5
10 0.8290 0.8106 0.0184 2.3% 0.0031 0.4% 1% False True 6
20 0.8605 0.8106 0.0499 6.2% 0.0020 0.2% 0% False True 3
40 0.8746 0.8106 0.0640 7.9% 0.0016 0.2% 0% False True 2
60 0.8746 0.8106 0.0640 7.9% 0.0014 0.2% 0% False True 2
80 0.9200 0.8106 0.1094 13.5% 0.0013 0.2% 0% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8311
2.618 0.8247
1.618 0.8208
1.000 0.8184
0.618 0.8169
HIGH 0.8145
0.618 0.8130
0.500 0.8126
0.382 0.8121
LOW 0.8106
0.618 0.8082
1.000 0.8067
1.618 0.8043
2.618 0.8004
4.250 0.7940
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 0.8126 0.8126
PP 0.8120 0.8120
S1 0.8114 0.8114

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

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