CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 0.8549 0.8605 0.0056 0.7% 0.8664
High 0.8549 0.8605 0.0056 0.7% 0.8746
Low 0.8549 0.8605 0.0056 0.7% 0.8656
Close 0.8549 0.8605 0.0056 0.7% 0.8656
Range
ATR 0.0046 0.0047 0.0001 1.6% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8605 0.8605 0.8605
R3 0.8605 0.8605 0.8605
R2 0.8605 0.8605 0.8605
R1 0.8605 0.8605 0.8605 0.8605
PP 0.8605 0.8605 0.8605 0.8605
S1 0.8605 0.8605 0.8605 0.8605
S2 0.8605 0.8605 0.8605
S3 0.8605 0.8605 0.8605
S4 0.8605 0.8605 0.8605
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 0.8690 0.8549 0.0141 1.6% 0.0000 0.0% 40% False False 2
10 0.8746 0.8549 0.0197 2.3% 0.0003 0.0% 28% False False 1
20 0.8746 0.8549 0.0197 2.3% 0.0009 0.1% 28% False False 1
40 0.8980 0.8506 0.0474 5.5% 0.0008 0.1% 21% False False 1
60 0.9200 0.8506 0.0694 8.1% 0.0007 0.1% 14% 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 0.8605
2.618 0.8605
1.618 0.8605
1.000 0.8605
0.618 0.8605
HIGH 0.8605
0.618 0.8605
0.500 0.8605
0.382 0.8605
LOW 0.8605
0.618 0.8605
1.000 0.8605
1.618 0.8605
2.618 0.8605
4.250 0.8605
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 0.8605 0.8604
PP 0.8605 0.8603
S1 0.8605 0.8603

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

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