CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 0.8675 0.8711 0.0036 0.4% 0.8855
High 0.8675 0.8711 0.0036 0.4% 0.8919
Low 0.8675 0.8711 0.0036 0.4% 0.8765
Close 0.8675 0.8711 0.0036 0.4% 0.8765
Range
ATR 0.0043 0.0043 -0.0001 -1.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8711 0.8711 0.8711
R3 0.8711 0.8711 0.8711
R2 0.8711 0.8711 0.8711
R1 0.8711 0.8711 0.8711 0.8711
PP 0.8711 0.8711 0.8711 0.8711
S1 0.8711 0.8711 0.8711 0.8711
S2 0.8711 0.8711 0.8711
S3 0.8711 0.8711 0.8711
S4 0.8711 0.8711 0.8711
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 0.8810 0.8675 0.0135 1.5% 0.0000 0.0% 27% False False 1
10 0.8942 0.8675 0.0267 3.1% 0.0008 0.1% 13% False False 2
20 0.9200 0.8675 0.0525 6.0% 0.0008 0.1% 7% False False 4
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 0.8711
2.618 0.8711
1.618 0.8711
1.000 0.8711
0.618 0.8711
HIGH 0.8711
0.618 0.8711
0.500 0.8711
0.382 0.8711
LOW 0.8711
0.618 0.8711
1.000 0.8711
1.618 0.8711
2.618 0.8711
4.250 0.8711
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 0.8711 0.8705
PP 0.8711 0.8699
S1 0.8711 0.8693

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

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