CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 0.8098 0.8072 -0.0026 -0.3% 0.8095
High 0.8098 0.8072 -0.0026 -0.3% 0.8180
Low 0.8098 0.8072 -0.0026 -0.3% 0.8095
Close 0.8098 0.8072 -0.0026 -0.3% 0.8098
Range
ATR 0.0040 0.0039 -0.0001 -2.5% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8072 0.8072 0.8072
R3 0.8072 0.8072 0.8072
R2 0.8072 0.8072 0.8072
R1 0.8072 0.8072 0.8072 0.8072
PP 0.8072 0.8072 0.8072 0.8072
S1 0.8072 0.8072 0.8072 0.8072
S2 0.8072 0.8072 0.8072
S3 0.8072 0.8072 0.8072
S4 0.8072 0.8072 0.8072
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8379 0.8324 0.8145
R3 0.8294 0.8239 0.8121
R2 0.8209 0.8209 0.8114
R1 0.8154 0.8154 0.8106 0.8182
PP 0.8124 0.8124 0.8124 0.8138
S1 0.8069 0.8069 0.8090 0.8097
S2 0.8039 0.8039 0.8082
S3 0.7954 0.7984 0.8075
S4 0.7869 0.7899 0.8051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8180 0.8072 0.0108 1.3% 0.0008 0.1% 0% False True 1
10 0.8279 0.8072 0.0207 2.6% 0.0009 0.1% 0% False True 1
20 0.8543 0.8072 0.0471 5.8% 0.0004 0.1% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8072
2.618 0.8072
1.618 0.8072
1.000 0.8072
0.618 0.8072
HIGH 0.8072
0.618 0.8072
0.500 0.8072
0.382 0.8072
LOW 0.8072
0.618 0.8072
1.000 0.8072
1.618 0.8072
2.618 0.8072
4.250 0.8072
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 0.8072 0.8087
PP 0.8072 0.8082
S1 0.8072 0.8077

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

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