CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 0.8180 0.8102 -0.0078 -1.0% 0.8342
High 0.8180 0.8102 -0.0078 -1.0% 0.8342
Low 0.8142 0.8102 -0.0040 -0.5% 0.8171
Close 0.8142 0.8102 -0.0040 -0.5% 0.8171
Range 0.0038 0.0000 -0.0038 -100.0% 0.0171
ATR 0.0043 0.0043 0.0000 -0.5% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8102 0.8102 0.8102
R3 0.8102 0.8102 0.8102
R2 0.8102 0.8102 0.8102
R1 0.8102 0.8102 0.8102 0.8102
PP 0.8102 0.8102 0.8102 0.8102
S1 0.8102 0.8102 0.8102 0.8102
S2 0.8102 0.8102 0.8102
S3 0.8102 0.8102 0.8102
S4 0.8102 0.8102 0.8102
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8741 0.8627 0.8265
R3 0.8570 0.8456 0.8218
R2 0.8399 0.8399 0.8202
R1 0.8285 0.8285 0.8187 0.8257
PP 0.8228 0.8228 0.8228 0.8214
S1 0.8114 0.8114 0.8155 0.8086
S2 0.8057 0.8057 0.8140
S3 0.7886 0.7943 0.8124
S4 0.7715 0.7772 0.8077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8180 0.8095 0.0085 1.0% 0.0018 0.2% 8% False False 1
10 0.8342 0.8095 0.0247 3.0% 0.0009 0.1% 3% False False 1
20 0.8569 0.8095 0.0474 5.9% 0.0008 0.1% 1% False False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.8102
1.618 0.8102
1.000 0.8102
0.618 0.8102
HIGH 0.8102
0.618 0.8102
0.500 0.8102
0.382 0.8102
LOW 0.8102
0.618 0.8102
1.000 0.8102
1.618 0.8102
2.618 0.8102
4.250 0.8102
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 0.8102 0.8141
PP 0.8102 0.8128
S1 0.8102 0.8115

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

View Archives - Comment on this page... - Back to Index of Symbols