CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 0.8228 0.8199 -0.0029 -0.4% 0.8394
High 0.8228 0.8201 -0.0027 -0.3% 0.8394
Low 0.8216 0.8139 -0.0077 -0.9% 0.8216
Close 0.8216 0.8190 -0.0026 -0.3% 0.8216
Range 0.0012 0.0062 0.0050 416.7% 0.0178
ATR 0.0049 0.0051 0.0002 4.1% 0.0000
Volume 13 2 -11 -84.6% 30
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8363 0.8338 0.8224
R3 0.8301 0.8276 0.8207
R2 0.8239 0.8239 0.8201
R1 0.8214 0.8214 0.8196 0.8196
PP 0.8177 0.8177 0.8177 0.8167
S1 0.8152 0.8152 0.8184 0.8134
S2 0.8115 0.8115 0.8179
S3 0.8053 0.8090 0.8173
S4 0.7991 0.8028 0.8156
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 0.8352 0.8139 0.0213 2.6% 0.0027 0.3% 24% False True 6
10 0.8485 0.8139 0.0346 4.2% 0.0017 0.2% 15% False True 3
20 0.8624 0.8139 0.0485 5.9% 0.0011 0.1% 11% False True 2
40 0.8746 0.8139 0.0607 7.4% 0.0012 0.1% 8% False True 2
60 0.8919 0.8139 0.0780 9.5% 0.0011 0.1% 7% False True 1
80 0.9200 0.8139 0.1061 13.0% 0.0011 0.1% 5% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8465
2.618 0.8363
1.618 0.8301
1.000 0.8263
0.618 0.8239
HIGH 0.8201
0.618 0.8177
0.500 0.8170
0.382 0.8163
LOW 0.8139
0.618 0.8101
1.000 0.8077
1.618 0.8039
2.618 0.7977
4.250 0.7876
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 0.8183 0.8205
PP 0.8177 0.8200
S1 0.8170 0.8195

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

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