CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 0.8043 0.8016 -0.0027 -0.3% 0.8120
High 0.8043 0.8016 -0.0027 -0.3% 0.8145
Low 0.7997 0.8014 0.0017 0.2% 0.8009
Close 0.7999 0.8014 0.0015 0.2% 0.8045
Range 0.0046 0.0002 -0.0044 -95.7% 0.0136
ATR 0.0051 0.0048 -0.0002 -4.8% 0.0000
Volume 41 41 0 0.0% 146
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8021 0.8019 0.8015
R3 0.8019 0.8017 0.8015
R2 0.8017 0.8017 0.8014
R1 0.8015 0.8015 0.8014 0.8015
PP 0.8015 0.8015 0.8015 0.8015
S1 0.8013 0.8013 0.8014 0.8013
S2 0.8013 0.8013 0.8014
S3 0.8011 0.8011 0.8013
S4 0.8009 0.8009 0.8013
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8474 0.8396 0.8120
R3 0.8338 0.8260 0.8082
R2 0.8202 0.8202 0.8070
R1 0.8124 0.8124 0.8057 0.8095
PP 0.8066 0.8066 0.8066 0.8052
S1 0.7988 0.7988 0.8033 0.7959
S2 0.7930 0.7930 0.8020
S3 0.7794 0.7852 0.8008
S4 0.7658 0.7716 0.7970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8085 0.7997 0.0088 1.1% 0.0036 0.4% 19% False False 29
10 0.8225 0.7997 0.0228 2.8% 0.0044 0.6% 7% False False 23
20 0.8430 0.7997 0.0433 5.4% 0.0033 0.4% 4% False False 14
40 0.8690 0.7997 0.0693 8.6% 0.0023 0.3% 2% False False 7
60 0.8746 0.7997 0.0749 9.3% 0.0018 0.2% 2% False False 5
80 0.9200 0.7997 0.1203 15.0% 0.0016 0.2% 1% False False 5
100 0.9200 0.7997 0.1203 15.0% 0.0014 0.2% 1% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8025
2.618 0.8021
1.618 0.8019
1.000 0.8018
0.618 0.8017
HIGH 0.8016
0.618 0.8015
0.500 0.8015
0.382 0.8015
LOW 0.8014
0.618 0.8013
1.000 0.8012
1.618 0.8011
2.618 0.8009
4.250 0.8006
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 0.8015 0.8028
PP 0.8015 0.8023
S1 0.8014 0.8019

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

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