CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 0.9020 0.8980 -0.0040 -0.4% 0.9143
High 0.9020 0.8980 -0.0040 -0.4% 0.9200
Low 0.9020 0.8980 -0.0040 -0.4% 0.9095
Close 0.9020 0.8980 -0.0040 -0.4% 0.9197
Range
ATR 0.0036 0.0036 0.0000 0.8% 0.0000
Volume 6 6 0 0.0% 19
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8980 0.8980 0.8980
R3 0.8980 0.8980 0.8980
R2 0.8980 0.8980 0.8980
R1 0.8980 0.8980 0.8980 0.8980
PP 0.8980 0.8980 0.8980 0.8980
S1 0.8980 0.8980 0.8980 0.8980
S2 0.8980 0.8980 0.8980
S3 0.8980 0.8980 0.8980
S4 0.8980 0.8980 0.8980
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 0.8980 0.0220 2.4% 0.0006 0.1% 0% False True 5
10 0.9200 0.8980 0.0220 2.4% 0.0008 0.1% 0% False True 7
20 0.9200 0.8980 0.0220 2.4% 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 0.8980
2.618 0.8980
1.618 0.8980
1.000 0.8980
0.618 0.8980
HIGH 0.8980
0.618 0.8980
0.500 0.8980
0.382 0.8980
LOW 0.8980
0.618 0.8980
1.000 0.8980
1.618 0.8980
2.618 0.8980
4.250 0.8980
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 0.8980 0.9047
PP 0.8980 0.9024
S1 0.8980 0.9002

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

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