CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 0.8580 0.8589 0.0009 0.1% 0.8549
High 0.8580 0.8589 0.0009 0.1% 0.8605
Low 0.8580 0.8589 0.0009 0.1% 0.8389
Close 0.8580 0.8589 0.0009 0.1% 0.8502
Range
ATR 0.0055 0.0052 -0.0003 -6.0% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8589 0.8589 0.8589
R3 0.8589 0.8589 0.8589
R2 0.8589 0.8589 0.8589
R1 0.8589 0.8589 0.8589 0.8589
PP 0.8589 0.8589 0.8589 0.8589
S1 0.8589 0.8589 0.8589 0.8589
S2 0.8589 0.8589 0.8589
S3 0.8589 0.8589 0.8589
S4 0.8589 0.8589 0.8589
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9147 0.9040 0.8621
R3 0.8931 0.8824 0.8561
R2 0.8715 0.8715 0.8542
R1 0.8608 0.8608 0.8522 0.8554
PP 0.8499 0.8499 0.8499 0.8471
S1 0.8392 0.8392 0.8482 0.8338
S2 0.8283 0.8283 0.8462
S3 0.8067 0.8176 0.8443
S4 0.7851 0.7960 0.8383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8589 0.8389 0.0200 2.3% 0.0026 0.3% 100% True False 1
10 0.8656 0.8389 0.0267 3.1% 0.0022 0.3% 75% False False 1
20 0.8746 0.8389 0.0357 4.2% 0.0013 0.1% 56% False False 1
40 0.8765 0.8389 0.0376 4.4% 0.0012 0.1% 53% False False 1
60 0.9200 0.8389 0.0811 9.4% 0.0010 0.1% 25% 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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8589
2.618 0.8589
1.618 0.8589
1.000 0.8589
0.618 0.8589
HIGH 0.8589
0.618 0.8589
0.500 0.8589
0.382 0.8589
LOW 0.8589
0.618 0.8589
1.000 0.8589
1.618 0.8589
2.618 0.8589
4.250 0.8589
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 0.8589 0.8577
PP 0.8589 0.8565
S1 0.8589 0.8554

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

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