CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 0.8129 0.8038 -0.0091 -1.1% 0.8199
High 0.8129 0.8083 -0.0046 -0.6% 0.8231
Low 0.8009 0.8038 0.0029 0.4% 0.8139
Close 0.8010 0.8055 0.0045 0.6% 0.8143
Range 0.0120 0.0045 -0.0075 -62.5% 0.0092
ATR 0.0051 0.0053 0.0002 3.1% 0.0000
Volume 79 53 -26 -32.9% 26
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8194 0.8169 0.8080
R3 0.8149 0.8124 0.8067
R2 0.8104 0.8104 0.8063
R1 0.8079 0.8079 0.8059 0.8092
PP 0.8059 0.8059 0.8059 0.8065
S1 0.8034 0.8034 0.8051 0.8047
S2 0.8014 0.8014 0.8047
S3 0.7969 0.7989 0.8043
S4 0.7924 0.7944 0.8030
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 0.8145 0.8009 0.0136 1.7% 0.0046 0.6% 34% False False 28
10 0.8231 0.8009 0.0222 2.8% 0.0044 0.5% 21% False False 18
20 0.8552 0.8009 0.0543 6.7% 0.0027 0.3% 8% False False 10
40 0.8746 0.8009 0.0737 9.1% 0.0020 0.3% 6% False False 5
60 0.8746 0.8009 0.0737 9.1% 0.0017 0.2% 6% False False 4
80 0.9200 0.8009 0.1191 14.8% 0.0015 0.2% 4% False False 4
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8274
2.618 0.8201
1.618 0.8156
1.000 0.8128
0.618 0.8111
HIGH 0.8083
0.618 0.8066
0.500 0.8061
0.382 0.8055
LOW 0.8038
0.618 0.8010
1.000 0.7993
1.618 0.7965
2.618 0.7920
4.250 0.7847
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 0.8061 0.8077
PP 0.8059 0.8070
S1 0.8057 0.8062

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

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