CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 0.8271 0.8228 -0.0043 -0.5% 0.8394
High 0.8271 0.8228 -0.0043 -0.5% 0.8394
Low 0.8271 0.8216 -0.0055 -0.7% 0.8216
Close 0.8271 0.8216 -0.0055 -0.7% 0.8216
Range 0.0000 0.0012 0.0012 0.0178
ATR 0.0048 0.0049 0.0000 1.0% 0.0000
Volume 13 13 0 0.0% 30
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8256 0.8248 0.8223
R3 0.8244 0.8236 0.8219
R2 0.8232 0.8232 0.8218
R1 0.8224 0.8224 0.8217 0.8222
PP 0.8220 0.8220 0.8220 0.8219
S1 0.8212 0.8212 0.8215 0.8210
S2 0.8208 0.8208 0.8214
S3 0.8196 0.8200 0.8213
S4 0.8184 0.8188 0.8209
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8809 0.8691 0.8314
R3 0.8631 0.8513 0.8265
R2 0.8453 0.8453 0.8249
R1 0.8335 0.8335 0.8232 0.8305
PP 0.8275 0.8275 0.8275 0.8261
S1 0.8157 0.8157 0.8200 0.8127
S2 0.8097 0.8097 0.8183
S3 0.7919 0.7979 0.8167
S4 0.7741 0.7801 0.8118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8394 0.8216 0.0178 2.2% 0.0014 0.2% 0% False True 6
10 0.8552 0.8216 0.0336 4.1% 0.0013 0.2% 0% False True 3
20 0.8624 0.8216 0.0408 5.0% 0.0013 0.2% 0% False True 2
40 0.8746 0.8216 0.0530 6.5% 0.0011 0.1% 0% False True 2
60 0.8942 0.8216 0.0726 8.8% 0.0011 0.1% 0% False True 1
80 0.9200 0.8216 0.0984 12.0% 0.0010 0.1% 0% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8279
2.618 0.8259
1.618 0.8247
1.000 0.8240
0.618 0.8235
HIGH 0.8228
0.618 0.8223
0.500 0.8222
0.382 0.8221
LOW 0.8216
0.618 0.8209
1.000 0.8204
1.618 0.8197
2.618 0.8185
4.250 0.8165
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 0.8222 0.8253
PP 0.8220 0.8241
S1 0.8218 0.8228

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

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