CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 0.9197 0.9113 -0.0084 -0.9% 0.9143
High 0.9197 0.9113 -0.0084 -0.9% 0.9200
Low 0.9197 0.9113 -0.0084 -0.9% 0.9095
Close 0.9197 0.9113 -0.0084 -0.9% 0.9197
Range
ATR 0.0027 0.0031 0.0004 14.8% 0.0000
Volume 6 6 0 0.0% 19
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9113 0.9113 0.9113
R3 0.9113 0.9113 0.9113
R2 0.9113 0.9113 0.9113
R1 0.9113 0.9113 0.9113 0.9113
PP 0.9113 0.9113 0.9113 0.9113
S1 0.9113 0.9113 0.9113 0.9113
S2 0.9113 0.9113 0.9113
S3 0.9113 0.9113 0.9113
S4 0.9113 0.9113 0.9113
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9479 0.9443 0.9255
R3 0.9374 0.9338 0.9226
R2 0.9269 0.9269 0.9216
R1 0.9233 0.9233 0.9207 0.9251
PP 0.9164 0.9164 0.9164 0.9173
S1 0.9128 0.9128 0.9187 0.9146
S2 0.9059 0.9059 0.9178
S3 0.8954 0.9023 0.9168
S4 0.8849 0.8918 0.9139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9200 0.9095 0.0105 1.2% 0.0015 0.2% 17% False False 5
10 0.9200 0.9095 0.0105 1.2% 0.0008 0.1% 17% False False 8
20 0.9200 0.9073 0.0127 1.4% 0.0005 0.1% 31% False False 7
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 0.9113
2.618 0.9113
1.618 0.9113
1.000 0.9113
0.618 0.9113
HIGH 0.9113
0.618 0.9113
0.500 0.9113
0.382 0.9113
LOW 0.9113
0.618 0.9113
1.000 0.9113
1.618 0.9113
2.618 0.9113
4.250 0.9113
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 0.9113 0.9157
PP 0.9113 0.9142
S1 0.9113 0.9128

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

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