CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 0.8622 0.8621 -0.0001 0.0% 0.8595
High 0.8660 0.8621 -0.0039 -0.5% 0.8676
Low 0.8622 0.8621 -0.0001 0.0% 0.8556
Close 0.8622 0.8621 -0.0001 0.0% 0.8556
Range 0.0038 0.0000 -0.0038 -100.0% 0.0120
ATR 0.0058 0.0054 -0.0004 -7.0% 0.0000
Volume 4 1 -3 -75.0% 11
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8621 0.8621 0.8621
R3 0.8621 0.8621 0.8621
R2 0.8621 0.8621 0.8621
R1 0.8621 0.8621 0.8621 0.8621
PP 0.8621 0.8621 0.8621 0.8621
S1 0.8621 0.8621 0.8621 0.8621
S2 0.8621 0.8621 0.8621
S3 0.8621 0.8621 0.8621
S4 0.8621 0.8621 0.8621
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8956 0.8876 0.8622
R3 0.8836 0.8756 0.8589
R2 0.8716 0.8716 0.8578
R1 0.8636 0.8636 0.8567 0.8616
PP 0.8596 0.8596 0.8596 0.8586
S1 0.8516 0.8516 0.8545 0.8496
S2 0.8476 0.8476 0.8534
S3 0.8356 0.8396 0.8523
S4 0.8236 0.8276 0.8490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8660 0.8556 0.0104 1.2% 0.0012 0.1% 63% False False 2
10 0.8676 0.8506 0.0170 2.0% 0.0016 0.2% 68% False False 2
20 0.8765 0.8506 0.0259 3.0% 0.0011 0.1% 44% False False 1
40 0.9200 0.8506 0.0694 8.1% 0.0009 0.1% 17% False False 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8621
2.618 0.8621
1.618 0.8621
1.000 0.8621
0.618 0.8621
HIGH 0.8621
0.618 0.8621
0.500 0.8621
0.382 0.8621
LOW 0.8621
0.618 0.8621
1.000 0.8621
1.618 0.8621
2.618 0.8621
4.250 0.8621
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 0.8621 0.8617
PP 0.8621 0.8614
S1 0.8621 0.8610

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

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