CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 0.9113 0.9020 -0.0093 -1.0% 0.9143
High 0.9113 0.9020 -0.0093 -1.0% 0.9200
Low 0.9113 0.9020 -0.0093 -1.0% 0.9095
Close 0.9113 0.9020 -0.0093 -1.0% 0.9197
Range
ATR 0.0031 0.0036 0.0004 14.0% 0.0000
Volume 6 6 0 0.0% 19
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9020 0.9020 0.9020
R3 0.9020 0.9020 0.9020
R2 0.9020 0.9020 0.9020
R1 0.9020 0.9020 0.9020 0.9020
PP 0.9020 0.9020 0.9020 0.9020
S1 0.9020 0.9020 0.9020 0.9020
S2 0.9020 0.9020 0.9020
S3 0.9020 0.9020 0.9020
S4 0.9020 0.9020 0.9020
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 0.9020 0.0180 2.0% 0.0006 0.1% 0% False True 4
10 0.9200 0.9020 0.0180 2.0% 0.0008 0.1% 0% False True 7
20 0.9200 0.9020 0.0180 2.0% 0.0005 0.1% 0% False True 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 0.9020
2.618 0.9020
1.618 0.9020
1.000 0.9020
0.618 0.9020
HIGH 0.9020
0.618 0.9020
0.500 0.9020
0.382 0.9020
LOW 0.9020
0.618 0.9020
1.000 0.9020
1.618 0.9020
2.618 0.9020
4.250 0.9020
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 0.9020 0.9109
PP 0.9020 0.9079
S1 0.9020 0.9050

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

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