CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 0.8045 0.8032 -0.0013 -0.2% 0.8033
High 0.8060 0.8108 0.0048 0.6% 0.8059
Low 0.8032 0.8032 0.0000 0.0% 0.7997
Close 0.8034 0.8084 0.0050 0.6% 0.8020
Range 0.0028 0.0076 0.0048 171.4% 0.0062
ATR 0.0045 0.0047 0.0002 4.9% 0.0000
Volume 12 33 21 175.0% 99
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8303 0.8269 0.8126
R3 0.8227 0.8193 0.8105
R2 0.8151 0.8151 0.8098
R1 0.8117 0.8117 0.8091 0.8134
PP 0.8075 0.8075 0.8075 0.8083
S1 0.8041 0.8041 0.8077 0.8058
S2 0.7999 0.7999 0.8070
S3 0.7923 0.7965 0.8063
S4 0.7847 0.7889 0.8042
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 0.8108 0.7997 0.0111 1.4% 0.0030 0.4% 78% True False 27
10 0.8145 0.7997 0.0148 1.8% 0.0044 0.5% 59% False False 28
20 0.8352 0.7997 0.0355 4.4% 0.0037 0.5% 25% False False 17
40 0.8624 0.7997 0.0627 7.8% 0.0025 0.3% 14% False False 9
60 0.8746 0.7997 0.0749 9.3% 0.0020 0.2% 12% False False 6
80 0.9113 0.7997 0.1116 13.8% 0.0017 0.2% 8% False False 5
100 0.9200 0.7997 0.1203 14.9% 0.0015 0.2% 7% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8431
2.618 0.8307
1.618 0.8231
1.000 0.8184
0.618 0.8155
HIGH 0.8108
0.618 0.8079
0.500 0.8070
0.382 0.8061
LOW 0.8032
0.618 0.7985
1.000 0.7956
1.618 0.7909
2.618 0.7833
4.250 0.7709
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 0.8079 0.8077
PP 0.8075 0.8071
S1 0.8070 0.8064

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

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