CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 0.8072 0.8033 -0.0039 -0.5% 0.8120
High 0.8085 0.8059 -0.0026 -0.3% 0.8145
Low 0.8025 0.8033 0.0008 0.1% 0.8009
Close 0.8045 0.8039 -0.0006 -0.1% 0.8045
Range 0.0060 0.0026 -0.0034 -56.7% 0.0136
ATR 0.0053 0.0051 -0.0002 -3.6% 0.0000
Volume 5 5 0 0.0% 146
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8122 0.8106 0.8053
R3 0.8096 0.8080 0.8046
R2 0.8070 0.8070 0.8044
R1 0.8054 0.8054 0.8041 0.8062
PP 0.8044 0.8044 0.8044 0.8048
S1 0.8028 0.8028 0.8037 0.8036
S2 0.8018 0.8018 0.8034
S3 0.7992 0.8002 0.8032
S4 0.7966 0.7976 0.8025
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% 0.0058 0.7% 22% False False 29
10 0.8231 0.8009 0.0222 2.8% 0.0045 0.6% 14% False False 17
20 0.8485 0.8009 0.0476 5.9% 0.0031 0.4% 6% False False 10
40 0.8746 0.8009 0.0737 9.2% 0.0023 0.3% 4% False False 5
60 0.8746 0.8009 0.0737 9.2% 0.0018 0.2% 4% False False 4
80 0.9200 0.8009 0.1191 14.8% 0.0016 0.2% 3% False False 4
100 0.9200 0.8009 0.1191 14.8% 0.0013 0.2% 3% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8170
2.618 0.8127
1.618 0.8101
1.000 0.8085
0.618 0.8075
HIGH 0.8059
0.618 0.8049
0.500 0.8046
0.382 0.8043
LOW 0.8033
0.618 0.8017
1.000 0.8007
1.618 0.7991
2.618 0.7965
4.250 0.7923
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 0.8046 0.8055
PP 0.8044 0.8050
S1 0.8041 0.8044

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

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