CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 0.9173 0.9154 -0.0019 -0.2% 0.9115
High 0.9173 0.9154 -0.0019 -0.2% 0.9173
Low 0.9173 0.9154 -0.0019 -0.2% 0.9115
Close 0.9173 0.9154 -0.0019 -0.2% 0.9154
Range
ATR 0.0021 0.0021 0.0000 -0.7% 0.0000
Volume 11 11 0 0.0% 55
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9154 0.9154 0.9154
R3 0.9154 0.9154 0.9154
R2 0.9154 0.9154 0.9154
R1 0.9154 0.9154 0.9154 0.9154
PP 0.9154 0.9154 0.9154 0.9154
S1 0.9154 0.9154 0.9154 0.9154
S2 0.9154 0.9154 0.9154
S3 0.9154 0.9154 0.9154
S4 0.9154 0.9154 0.9154
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9321 0.9296 0.9186
R3 0.9263 0.9238 0.9170
R2 0.9205 0.9205 0.9165
R1 0.9180 0.9180 0.9159 0.9193
PP 0.9147 0.9147 0.9147 0.9154
S1 0.9122 0.9122 0.9149 0.9135
S2 0.9089 0.9089 0.9143
S3 0.9031 0.9064 0.9138
S4 0.8973 0.9006 0.9122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9173 0.9115 0.0058 0.6% 0.0000 0.0% 67% False False 11
10 0.9173 0.9103 0.0070 0.8% 0.0000 0.0% 73% False False 11
20 0.9173 0.9071 0.0102 1.1% 0.0002 0.0% 81% False False 6
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 0.9154
2.618 0.9154
1.618 0.9154
1.000 0.9154
0.618 0.9154
HIGH 0.9154
0.618 0.9154
0.500 0.9154
0.382 0.9154
LOW 0.9154
0.618 0.9154
1.000 0.9154
1.618 0.9154
2.618 0.9154
4.250 0.9154
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 0.9154 0.9164
PP 0.9154 0.9160
S1 0.9154 0.9157

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

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