CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 0.8605 0.8489 -0.0116 -1.3% 0.8480
High 0.8605 0.8489 -0.0116 -1.3% 0.8624
Low 0.8597 0.8489 -0.0108 -1.3% 0.8480
Close 0.8597 0.8489 -0.0108 -1.3% 0.8624
Range 0.0008 0.0000 -0.0008 -100.0% 0.0144
ATR 0.0049 0.0053 0.0004 8.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8489 0.8489 0.8489
R3 0.8489 0.8489 0.8489
R2 0.8489 0.8489 0.8489
R1 0.8489 0.8489 0.8489 0.8489
PP 0.8489 0.8489 0.8489 0.8489
S1 0.8489 0.8489 0.8489 0.8489
S2 0.8489 0.8489 0.8489
S3 0.8489 0.8489 0.8489
S4 0.8489 0.8489 0.8489
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 0.8489 0.0135 1.6% 0.0002 0.0% 0% False True 1
10 0.8624 0.8389 0.0235 2.8% 0.0018 0.2% 43% False False 1
20 0.8746 0.8389 0.0357 4.2% 0.0013 0.2% 28% False False 1
40 0.8746 0.8389 0.0357 4.2% 0.0012 0.1% 28% False False 1
60 0.9200 0.8389 0.0811 9.6% 0.0011 0.1% 12% False False 2
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8489
2.618 0.8489
1.618 0.8489
1.000 0.8489
0.618 0.8489
HIGH 0.8489
0.618 0.8489
0.500 0.8489
0.382 0.8489
LOW 0.8489
0.618 0.8489
1.000 0.8489
1.618 0.8489
2.618 0.8489
4.250 0.8489
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 0.8489 0.8547
PP 0.8489 0.8528
S1 0.8489 0.8508

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

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