CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 0.9128 0.9121 -0.0007 -0.1% 0.9073
High 0.9128 0.9137 0.0009 0.1% 0.9137
Low 0.9128 0.9121 -0.0007 -0.1% 0.9073
Close 0.9128 0.9137 0.0009 0.1% 0.9137
Range 0.0000 0.0016 0.0016 0.0064
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9180 0.9174 0.9146
R3 0.9164 0.9158 0.9141
R2 0.9148 0.9148 0.9140
R1 0.9142 0.9142 0.9138 0.9145
PP 0.9132 0.9132 0.9132 0.9133
S1 0.9126 0.9126 0.9136 0.9129
S2 0.9116 0.9116 0.9134
S3 0.9100 0.9110 0.9133
S4 0.9084 0.9094 0.9128
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9308 0.9286 0.9172
R3 0.9244 0.9222 0.9155
R2 0.9180 0.9180 0.9149
R1 0.9158 0.9158 0.9143 0.9169
PP 0.9116 0.9116 0.9116 0.9121
S1 0.9094 0.9094 0.9131 0.9105
S2 0.9052 0.9052 0.9125
S3 0.8988 0.9030 0.9119
S4 0.8924 0.8966 0.9102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9137 0.9073 0.0064 0.7% 0.0003 0.0% 100% True False 1
10 0.9155 0.9071 0.0084 0.9% 0.0004 0.0% 79% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9205
2.618 0.9179
1.618 0.9163
1.000 0.9153
0.618 0.9147
HIGH 0.9137
0.618 0.9131
0.500 0.9129
0.382 0.9127
LOW 0.9121
0.618 0.9111
1.000 0.9105
1.618 0.9095
2.618 0.9079
4.250 0.9053
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 0.9134 0.9133
PP 0.9132 0.9129
S1 0.9129 0.9125

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

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