CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 0.8810 0.8765 -0.0045 -0.5% 0.8855
High 0.8810 0.8765 -0.0045 -0.5% 0.8919
Low 0.8810 0.8765 -0.0045 -0.5% 0.8765
Close 0.8810 0.8765 -0.0045 -0.5% 0.8765
Range
ATR 0.0043 0.0043 0.0000 0.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8765 0.8765 0.8765
R3 0.8765 0.8765 0.8765
R2 0.8765 0.8765 0.8765
R1 0.8765 0.8765 0.8765 0.8765
PP 0.8765 0.8765 0.8765 0.8765
S1 0.8765 0.8765 0.8765 0.8765
S2 0.8765 0.8765 0.8765
S3 0.8765 0.8765 0.8765
S4 0.8765 0.8765 0.8765
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9278 0.9176 0.8850
R3 0.9124 0.9022 0.8807
R2 0.8970 0.8970 0.8793
R1 0.8868 0.8868 0.8779 0.8842
PP 0.8816 0.8816 0.8816 0.8804
S1 0.8714 0.8714 0.8751 0.8688
S2 0.8662 0.8662 0.8737
S3 0.8508 0.8560 0.8723
S4 0.8354 0.8406 0.8680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8919 0.8765 0.0154 1.8% 0.0002 0.0% 0% False True 1
10 0.9113 0.8765 0.0348 4.0% 0.0008 0.1% 0% False True 3
20 0.9200 0.8765 0.0435 5.0% 0.0008 0.1% 0% False True 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 0.8765
2.618 0.8765
1.618 0.8765
1.000 0.8765
0.618 0.8765
HIGH 0.8765
0.618 0.8765
0.500 0.8765
0.382 0.8765
LOW 0.8765
0.618 0.8765
1.000 0.8765
1.618 0.8765
2.618 0.8765
4.250 0.8765
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 0.8765 0.8800
PP 0.8765 0.8788
S1 0.8765 0.8777

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

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