CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 0.8624 0.8576 -0.0048 -0.6% 0.8480
High 0.8624 0.8576 -0.0048 -0.6% 0.8624
Low 0.8624 0.8576 -0.0048 -0.6% 0.8480
Close 0.8624 0.8576 -0.0048 -0.6% 0.8624
Range
ATR 0.0050 0.0050 0.0000 -0.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8576 0.8576 0.8576
R3 0.8576 0.8576 0.8576
R2 0.8576 0.8576 0.8576
R1 0.8576 0.8576 0.8576 0.8576
PP 0.8576 0.8576 0.8576 0.8576
S1 0.8576 0.8576 0.8576 0.8576
S2 0.8576 0.8576 0.8576
S3 0.8576 0.8576 0.8576
S4 0.8576 0.8576 0.8576
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9008 0.8960 0.8703
R3 0.8864 0.8816 0.8664
R2 0.8720 0.8720 0.8650
R1 0.8672 0.8672 0.8637 0.8696
PP 0.8576 0.8576 0.8576 0.8588
S1 0.8528 0.8528 0.8611 0.8552
S2 0.8432 0.8432 0.8598
S3 0.8288 0.8384 0.8584
S4 0.8144 0.8240 0.8545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8624 0.8518 0.0106 1.2% 0.0004 0.0% 55% False False 1
10 0.8624 0.8389 0.0235 2.7% 0.0022 0.3% 80% False False 1
20 0.8746 0.8389 0.0357 4.2% 0.0013 0.1% 52% False False 1
40 0.8746 0.8389 0.0357 4.2% 0.0012 0.1% 52% False False 1
60 0.9200 0.8389 0.0811 9.5% 0.0010 0.1% 23% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8576
2.618 0.8576
1.618 0.8576
1.000 0.8576
0.618 0.8576
HIGH 0.8576
0.618 0.8576
0.500 0.8576
0.382 0.8576
LOW 0.8576
0.618 0.8576
1.000 0.8576
1.618 0.8576
2.618 0.8576
4.250 0.8576
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 0.8576 0.8600
PP 0.8576 0.8592
S1 0.8576 0.8584

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

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