CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 0.8570 0.8648 0.0078 0.9% 0.8707
High 0.8570 0.8648 0.0078 0.9% 0.8711
Low 0.8570 0.8648 0.0078 0.9% 0.8598
Close 0.8570 0.8648 0.0078 0.9% 0.8598
Range
ATR 0.0041 0.0043 0.0003 6.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8648 0.8648 0.8648
R3 0.8648 0.8648 0.8648
R2 0.8648 0.8648 0.8648
R1 0.8648 0.8648 0.8648 0.8648
PP 0.8648 0.8648 0.8648 0.8648
S1 0.8648 0.8648 0.8648 0.8648
S2 0.8648 0.8648 0.8648
S3 0.8648 0.8648 0.8648
S4 0.8648 0.8648 0.8648
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8975 0.8899 0.8660
R3 0.8862 0.8786 0.8629
R2 0.8749 0.8749 0.8619
R1 0.8673 0.8673 0.8608 0.8655
PP 0.8636 0.8636 0.8636 0.8626
S1 0.8560 0.8560 0.8588 0.8542
S2 0.8523 0.8523 0.8577
S3 0.8410 0.8447 0.8567
S4 0.8297 0.8334 0.8536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8648 0.8556 0.0092 1.1% 0.0002 0.0% 100% True False 1
10 0.8765 0.8556 0.0209 2.4% 0.0005 0.1% 44% False False 1
20 0.9197 0.8556 0.0641 7.4% 0.0007 0.1% 14% False False 2
40 0.9200 0.8556 0.0644 7.4% 0.0006 0.1% 14% 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 0.8648
2.618 0.8648
1.618 0.8648
1.000 0.8648
0.618 0.8648
HIGH 0.8648
0.618 0.8648
0.500 0.8648
0.382 0.8648
LOW 0.8648
0.618 0.8648
1.000 0.8648
1.618 0.8648
2.618 0.8648
4.250 0.8648
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 0.8648 0.8635
PP 0.8648 0.8622
S1 0.8648 0.8609

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

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