CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 0.8016 0.8020 0.0004 0.0% 0.8033
High 0.8016 0.8020 0.0004 0.0% 0.8059
Low 0.8014 0.8020 0.0006 0.1% 0.7997
Close 0.8014 0.8020 0.0006 0.1% 0.8020
Range 0.0002 0.0000 -0.0002 -100.0% 0.0062
ATR 0.0048 0.0045 -0.0003 -6.3% 0.0000
Volume 41 12 -29 -70.7% 99
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8020 0.8020 0.8020
R3 0.8020 0.8020 0.8020
R2 0.8020 0.8020 0.8020
R1 0.8020 0.8020 0.8020 0.8020
PP 0.8020 0.8020 0.8020 0.8020
S1 0.8020 0.8020 0.8020 0.8020
S2 0.8020 0.8020 0.8020
S3 0.8020 0.8020 0.8020
S4 0.8020 0.8020 0.8020
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8211 0.8178 0.8054
R3 0.8149 0.8116 0.8037
R2 0.8087 0.8087 0.8031
R1 0.8054 0.8054 0.8026 0.8040
PP 0.8025 0.8025 0.8025 0.8018
S1 0.7992 0.7992 0.8014 0.7978
S2 0.7963 0.7963 0.8009
S3 0.7901 0.7930 0.8003
S4 0.7839 0.7868 0.7986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8085 0.7997 0.0088 1.1% 0.0027 0.3% 26% False False 20
10 0.8145 0.7997 0.0148 1.8% 0.0036 0.5% 16% False False 24
20 0.8394 0.7997 0.0397 5.0% 0.0032 0.4% 6% False False 15
40 0.8690 0.7997 0.0693 8.6% 0.0023 0.3% 3% False False 8
60 0.8746 0.7997 0.0749 9.3% 0.0018 0.2% 3% False False 6
80 0.9200 0.7997 0.1203 15.0% 0.0016 0.2% 2% False False 5
100 0.9200 0.7997 0.1203 15.0% 0.0014 0.2% 2% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8020
2.618 0.8020
1.618 0.8020
1.000 0.8020
0.618 0.8020
HIGH 0.8020
0.618 0.8020
0.500 0.8020
0.382 0.8020
LOW 0.8020
0.618 0.8020
1.000 0.8020
1.618 0.8020
2.618 0.8020
4.250 0.8020
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 0.8020 0.8020
PP 0.8020 0.8020
S1 0.8020 0.8020

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

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