CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 0.8033 0.8043 0.0010 0.1% 0.8120
High 0.8059 0.8043 -0.0016 -0.2% 0.8145
Low 0.8033 0.7997 -0.0036 -0.4% 0.8009
Close 0.8039 0.7999 -0.0040 -0.5% 0.8045
Range 0.0026 0.0046 0.0020 76.9% 0.0136
ATR 0.0051 0.0051 0.0000 -0.7% 0.0000
Volume 5 41 36 720.0% 146
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8151 0.8121 0.8024
R3 0.8105 0.8075 0.8012
R2 0.8059 0.8059 0.8007
R1 0.8029 0.8029 0.8003 0.8021
PP 0.8013 0.8013 0.8013 0.8009
S1 0.7983 0.7983 0.7995 0.7975
S2 0.7967 0.7967 0.7991
S3 0.7921 0.7937 0.7986
S4 0.7875 0.7891 0.7974
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 0.8129 0.7997 0.0132 1.7% 0.0059 0.7% 2% False True 36
10 0.8225 0.7997 0.0228 2.9% 0.0046 0.6% 1% False True 20
20 0.8430 0.7997 0.0433 5.4% 0.0033 0.4% 0% False True 12
40 0.8746 0.7997 0.0749 9.4% 0.0024 0.3% 0% False True 6
60 0.8746 0.7997 0.0749 9.4% 0.0018 0.2% 0% False True 5
80 0.9200 0.7997 0.1203 15.0% 0.0016 0.2% 0% False True 4
100 0.9200 0.7997 0.1203 15.0% 0.0014 0.2% 0% False True 4
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8239
2.618 0.8163
1.618 0.8117
1.000 0.8089
0.618 0.8071
HIGH 0.8043
0.618 0.8025
0.500 0.8020
0.382 0.8015
LOW 0.7997
0.618 0.7969
1.000 0.7951
1.618 0.7923
2.618 0.7877
4.250 0.7802
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 0.8020 0.8041
PP 0.8013 0.8027
S1 0.8006 0.8013

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

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