CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 0.8690 0.8656 -0.0034 -0.4% 0.8664
High 0.8690 0.8656 -0.0034 -0.4% 0.8746
Low 0.8690 0.8656 -0.0034 -0.4% 0.8656
Close 0.8690 0.8656 -0.0034 -0.4% 0.8656
Range
ATR 0.0042 0.0041 -0.0001 -1.3% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8656 0.8656 0.8656
R3 0.8656 0.8656 0.8656
R2 0.8656 0.8656 0.8656
R1 0.8656 0.8656 0.8656 0.8656
PP 0.8656 0.8656 0.8656 0.8656
S1 0.8656 0.8656 0.8656 0.8656
S2 0.8656 0.8656 0.8656
S3 0.8656 0.8656 0.8656
S4 0.8656 0.8656 0.8656
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8956 0.8896 0.8706
R3 0.8866 0.8806 0.8681
R2 0.8776 0.8776 0.8673
R1 0.8716 0.8716 0.8664 0.8701
PP 0.8686 0.8686 0.8686 0.8679
S1 0.8626 0.8626 0.8648 0.8611
S2 0.8596 0.8596 0.8640
S3 0.8506 0.8536 0.8631
S4 0.8416 0.8446 0.8607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8746 0.8656 0.0090 1.0% 0.0007 0.1% 0% False True 1
10 0.8746 0.8613 0.0133 1.5% 0.0003 0.0% 32% False False 1
20 0.8746 0.8556 0.0190 2.2% 0.0009 0.1% 53% False False 1
40 0.9113 0.8506 0.0607 7.0% 0.0008 0.1% 25% False False 2
60 0.9200 0.8506 0.0694 8.0% 0.0007 0.1% 22% False False 3
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.8656
2.618 0.8656
1.618 0.8656
1.000 0.8656
0.618 0.8656
HIGH 0.8656
0.618 0.8656
0.500 0.8656
0.382 0.8656
LOW 0.8656
0.618 0.8656
1.000 0.8656
1.618 0.8656
2.618 0.8656
4.250 0.8656
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 0.8656 0.8673
PP 0.8656 0.8667
S1 0.8656 0.8662

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

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