CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 0.7954 0.7969 0.0015 0.2% 0.8072
High 0.7954 0.7969 0.0015 0.2% 0.8072
Low 0.7954 0.7969 0.0015 0.2% 0.7962
Close 0.7954 0.7969 0.0015 0.2% 0.8000
Range
ATR 0.0039 0.0038 -0.0002 -4.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.7969 0.7969 0.7969
R3 0.7969 0.7969 0.7969
R2 0.7969 0.7969 0.7969
R1 0.7969 0.7969 0.7969 0.7969
PP 0.7969 0.7969 0.7969 0.7969
S1 0.7969 0.7969 0.7969 0.7969
S2 0.7969 0.7969 0.7969
S3 0.7969 0.7969 0.7969
S4 0.7969 0.7969 0.7969
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8341 0.8281 0.8061
R3 0.8231 0.8171 0.8030
R2 0.8121 0.8121 0.8020
R1 0.8061 0.8061 0.8010 0.8036
PP 0.8011 0.8011 0.8011 0.7999
S1 0.7951 0.7951 0.7990 0.7926
S2 0.7901 0.7901 0.7980
S3 0.7791 0.7841 0.7970
S4 0.7681 0.7731 0.7940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8010 0.7954 0.0056 0.7% 0.0008 0.1% 27% False False 1
10 0.8102 0.7954 0.0148 1.9% 0.0004 0.1% 10% False False 1
20 0.8379 0.7954 0.0425 5.3% 0.0007 0.1% 4% False False 1
40 0.8636 0.7954 0.0682 8.6% 0.0005 0.1% 2% False False 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.7969
2.618 0.7969
1.618 0.7969
1.000 0.7969
0.618 0.7969
HIGH 0.7969
0.618 0.7969
0.500 0.7969
0.382 0.7969
LOW 0.7969
0.618 0.7969
1.000 0.7969
1.618 0.7969
2.618 0.7969
4.250 0.7969
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 0.7969 0.7974
PP 0.7969 0.7972
S1 0.7969 0.7971

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

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