CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 0.8635 0.8613 -0.0022 -0.3% 0.8605
High 0.8635 0.8613 -0.0022 -0.3% 0.8660
Low 0.8635 0.8613 -0.0022 -0.3% 0.8560
Close 0.8635 0.8613 -0.0022 -0.3% 0.8613
Range
ATR 0.0043 0.0042 -0.0002 -3.5% 0.0000
Volume 1 1 0 0.0% 14
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8613 0.8613 0.8613
R3 0.8613 0.8613 0.8613
R2 0.8613 0.8613 0.8613
R1 0.8613 0.8613 0.8613 0.8613
PP 0.8613 0.8613 0.8613 0.8613
S1 0.8613 0.8613 0.8613 0.8613
S2 0.8613 0.8613 0.8613
S3 0.8613 0.8613 0.8613
S4 0.8613 0.8613 0.8613
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8911 0.8862 0.8668
R3 0.8811 0.8762 0.8641
R2 0.8711 0.8711 0.8631
R1 0.8662 0.8662 0.8622 0.8687
PP 0.8611 0.8611 0.8611 0.8623
S1 0.8562 0.8562 0.8604 0.8587
S2 0.8511 0.8511 0.8595
S3 0.8411 0.8462 0.8586
S4 0.8311 0.8362 0.8558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8644 0.8613 0.0031 0.4% 0.0000 0.0% 0% False True 1
10 0.8660 0.8556 0.0104 1.2% 0.0006 0.1% 55% False False 1
20 0.8676 0.8506 0.0170 2.0% 0.0009 0.1% 63% False False 1
40 0.9200 0.8506 0.0694 8.1% 0.0009 0.1% 15% False False 2
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8613
2.618 0.8613
1.618 0.8613
1.000 0.8613
0.618 0.8613
HIGH 0.8613
0.618 0.8613
0.500 0.8613
0.382 0.8613
LOW 0.8613
0.618 0.8613
1.000 0.8613
1.618 0.8613
2.618 0.8613
4.250 0.8613
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 0.8613 0.8624
PP 0.8613 0.8620
S1 0.8613 0.8617

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

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