CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 0.8534 0.8500 -0.0034 -0.4% 0.8427
High 0.8534 0.8569 0.0035 0.4% 0.8569
Low 0.8534 0.8500 -0.0034 -0.4% 0.8427
Close 0.8534 0.8569 0.0035 0.4% 0.8569
Range 0.0000 0.0069 0.0069 0.0142
ATR 0.0046 0.0047 0.0002 3.6% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8753 0.8730 0.8607
R3 0.8684 0.8661 0.8588
R2 0.8615 0.8615 0.8582
R1 0.8592 0.8592 0.8575 0.8604
PP 0.8546 0.8546 0.8546 0.8552
S1 0.8523 0.8523 0.8563 0.8535
S2 0.8477 0.8477 0.8556
S3 0.8408 0.8454 0.8550
S4 0.8339 0.8385 0.8531
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8948 0.8900 0.8647
R3 0.8806 0.8758 0.8608
R2 0.8664 0.8664 0.8595
R1 0.8616 0.8616 0.8582 0.8640
PP 0.8522 0.8522 0.8522 0.8534
S1 0.8474 0.8474 0.8556 0.8498
S2 0.8380 0.8380 0.8543
S3 0.8238 0.8332 0.8530
S4 0.8096 0.8190 0.8491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8569 0.8427 0.0142 1.7% 0.0014 0.2% 100% True False 3
10 0.8569 0.8386 0.0183 2.1% 0.0007 0.1% 100% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8862
2.618 0.8750
1.618 0.8681
1.000 0.8638
0.618 0.8612
HIGH 0.8569
0.618 0.8543
0.500 0.8535
0.382 0.8526
LOW 0.8500
0.618 0.8457
1.000 0.8431
1.618 0.8388
2.618 0.8319
4.250 0.8207
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 0.8558 0.8558
PP 0.8546 0.8546
S1 0.8535 0.8535

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

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