CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 0.8038 0.8072 0.0034 0.4% 0.8120
High 0.8083 0.8085 0.0002 0.0% 0.8145
Low 0.8038 0.8025 -0.0013 -0.2% 0.8009
Close 0.8055 0.8045 -0.0010 -0.1% 0.8045
Range 0.0045 0.0060 0.0015 33.3% 0.0136
ATR 0.0053 0.0053 0.0001 1.0% 0.0000
Volume 53 5 -48 -90.6% 146
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8232 0.8198 0.8078
R3 0.8172 0.8138 0.8062
R2 0.8112 0.8112 0.8056
R1 0.8078 0.8078 0.8051 0.8065
PP 0.8052 0.8052 0.8052 0.8045
S1 0.8018 0.8018 0.8040 0.8005
S2 0.7992 0.7992 0.8034
S3 0.7932 0.7958 0.8029
S4 0.7872 0.7898 0.8012
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8474 0.8396 0.8120
R3 0.8338 0.8260 0.8082
R2 0.8202 0.8202 0.8070
R1 0.8124 0.8124 0.8057 0.8095
PP 0.8066 0.8066 0.8066 0.8052
S1 0.7988 0.7988 0.8033 0.7959
S2 0.7930 0.7930 0.8020
S3 0.7794 0.7852 0.8008
S4 0.7658 0.7716 0.7970
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% 0.0057 0.7% 26% False False 29
10 0.8231 0.8009 0.0222 2.8% 0.0048 0.6% 16% False False 17
20 0.8552 0.8009 0.0543 6.7% 0.0030 0.4% 7% False False 10
40 0.8746 0.8009 0.0737 9.2% 0.0022 0.3% 5% False False 5
60 0.8746 0.8009 0.0737 9.2% 0.0017 0.2% 5% False False 4
80 0.9200 0.8009 0.1191 14.8% 0.0016 0.2% 3% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8340
2.618 0.8242
1.618 0.8182
1.000 0.8145
0.618 0.8122
HIGH 0.8085
0.618 0.8062
0.500 0.8055
0.382 0.8048
LOW 0.8025
0.618 0.7988
1.000 0.7965
1.618 0.7928
2.618 0.7868
4.250 0.7770
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 0.8055 0.8069
PP 0.8052 0.8061
S1 0.8048 0.8053

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

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