CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 0.8032 0.8093 0.0061 0.8% 0.8033
High 0.8108 0.8120 0.0012 0.1% 0.8059
Low 0.8032 0.8070 0.0038 0.5% 0.7997
Close 0.8084 0.8072 -0.0012 -0.1% 0.8020
Range 0.0076 0.0050 -0.0026 -34.2% 0.0062
ATR 0.0047 0.0047 0.0000 0.4% 0.0000
Volume 33 100 67 203.0% 99
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8237 0.8205 0.8100
R3 0.8187 0.8155 0.8086
R2 0.8137 0.8137 0.8081
R1 0.8105 0.8105 0.8077 0.8096
PP 0.8087 0.8087 0.8087 0.8083
S1 0.8055 0.8055 0.8067 0.8046
S2 0.8037 0.8037 0.8063
S3 0.7987 0.8005 0.8058
S4 0.7937 0.7955 0.8045
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 0.8120 0.8014 0.0106 1.3% 0.0031 0.4% 55% True False 39
10 0.8129 0.7997 0.0132 1.6% 0.0045 0.6% 57% False False 38
20 0.8290 0.7997 0.0293 3.6% 0.0038 0.5% 26% False False 22
40 0.8624 0.7997 0.0627 7.8% 0.0027 0.3% 12% False False 11
60 0.8746 0.7997 0.0749 9.3% 0.0021 0.3% 10% False False 8
80 0.9020 0.7997 0.1023 12.7% 0.0017 0.2% 7% False False 6
100 0.9200 0.7997 0.1203 14.9% 0.0015 0.2% 6% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8333
2.618 0.8251
1.618 0.8201
1.000 0.8170
0.618 0.8151
HIGH 0.8120
0.618 0.8101
0.500 0.8095
0.382 0.8089
LOW 0.8070
0.618 0.8039
1.000 0.8020
1.618 0.7989
2.618 0.7939
4.250 0.7858
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 0.8095 0.8076
PP 0.8087 0.8075
S1 0.8080 0.8073

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

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