CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 0.8020 0.8045 0.0025 0.3% 0.8033
High 0.8020 0.8060 0.0040 0.5% 0.8059
Low 0.8020 0.8032 0.0012 0.1% 0.7997
Close 0.8020 0.8034 0.0014 0.2% 0.8020
Range 0.0000 0.0028 0.0028 0.0062
ATR 0.0045 0.0045 0.0000 -0.8% 0.0000
Volume 12 12 0 0.0% 99
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8126 0.8108 0.8049
R3 0.8098 0.8080 0.8042
R2 0.8070 0.8070 0.8039
R1 0.8052 0.8052 0.8037 0.8047
PP 0.8042 0.8042 0.8042 0.8040
S1 0.8024 0.8024 0.8031 0.8019
S2 0.8014 0.8014 0.8029
S3 0.7986 0.7996 0.8026
S4 0.7958 0.7968 0.8019
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 0.8060 0.7997 0.0063 0.8% 0.0020 0.3% 59% True False 22
10 0.8145 0.7997 0.0148 1.8% 0.0039 0.5% 25% False False 25
20 0.8394 0.7997 0.0397 4.9% 0.0033 0.4% 9% False False 15
40 0.8656 0.7997 0.0659 8.2% 0.0024 0.3% 6% False False 8
60 0.8746 0.7997 0.0749 9.3% 0.0019 0.2% 5% False False 6
80 0.9197 0.7997 0.1200 14.9% 0.0016 0.2% 3% False False 5
100 0.9200 0.7997 0.1203 15.0% 0.0014 0.2% 3% False False 5
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8179
2.618 0.8133
1.618 0.8105
1.000 0.8088
0.618 0.8077
HIGH 0.8060
0.618 0.8049
0.500 0.8046
0.382 0.8043
LOW 0.8032
0.618 0.8015
1.000 0.8004
1.618 0.7987
2.618 0.7959
4.250 0.7913
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 0.8046 0.8037
PP 0.8042 0.8036
S1 0.8038 0.8035

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

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