CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 0.8225 0.8140 -0.0085 -1.0% 0.8199
High 0.8225 0.8143 -0.0082 -1.0% 0.8231
Low 0.8146 0.8140 -0.0006 -0.1% 0.8139
Close 0.8147 0.8143 -0.0004 0.0% 0.8143
Range 0.0079 0.0003 -0.0076 -96.2% 0.0092
ATR 0.0050 0.0047 -0.0003 -6.1% 0.0000
Volume 1 2 1 100.0% 26
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8151 0.8150 0.8145
R3 0.8148 0.8147 0.8144
R2 0.8145 0.8145 0.8144
R1 0.8144 0.8144 0.8143 0.8145
PP 0.8142 0.8142 0.8142 0.8142
S1 0.8141 0.8141 0.8143 0.8142
S2 0.8139 0.8139 0.8142
S3 0.8136 0.8138 0.8142
S4 0.8133 0.8135 0.8141
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8447 0.8387 0.8194
R3 0.8355 0.8295 0.8168
R2 0.8263 0.8263 0.8160
R1 0.8203 0.8203 0.8151 0.8187
PP 0.8171 0.8171 0.8171 0.8163
S1 0.8111 0.8111 0.8135 0.8095
S2 0.8079 0.8079 0.8126
S3 0.7987 0.8019 0.8118
S4 0.7895 0.7927 0.8092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8231 0.8139 0.0092 1.1% 0.0040 0.5% 4% False False 5
10 0.8394 0.8139 0.0255 3.1% 0.0027 0.3% 2% False False 5
20 0.8624 0.8139 0.0485 6.0% 0.0017 0.2% 1% False False 3
40 0.8746 0.8139 0.0607 7.5% 0.0015 0.2% 1% False False 2
60 0.8765 0.8139 0.0626 7.7% 0.0013 0.2% 1% False False 2
80 0.9200 0.8139 0.1061 13.0% 0.0012 0.1% 0% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8156
2.618 0.8151
1.618 0.8148
1.000 0.8146
0.618 0.8145
HIGH 0.8143
0.618 0.8142
0.500 0.8142
0.382 0.8141
LOW 0.8140
0.618 0.8138
1.000 0.8137
1.618 0.8135
2.618 0.8132
4.250 0.8127
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 0.8143 0.8183
PP 0.8142 0.8169
S1 0.8142 0.8156

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

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