CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 0.8427 0.8482 0.0055 0.7% 0.8497
High 0.8427 0.8482 0.0055 0.7% 0.8552
Low 0.8427 0.8482 0.0055 0.7% 0.8386
Close 0.8427 0.8482 0.0055 0.7% 0.8449
Range
ATR
Volume 3 3 0 0.0% 15
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8482 0.8482 0.8482
R3 0.8482 0.8482 0.8482
R2 0.8482 0.8482 0.8482
R1 0.8482 0.8482 0.8482 0.8482
PP 0.8482 0.8482 0.8482 0.8482
S1 0.8482 0.8482 0.8482 0.8482
S2 0.8482 0.8482 0.8482
S3 0.8482 0.8482 0.8482
S4 0.8482 0.8482 0.8482
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8960 0.8871 0.8540
R3 0.8794 0.8705 0.8495
R2 0.8628 0.8628 0.8479
R1 0.8539 0.8539 0.8464 0.8501
PP 0.8462 0.8462 0.8462 0.8443
S1 0.8373 0.8373 0.8434 0.8335
S2 0.8296 0.8296 0.8419
S3 0.8130 0.8207 0.8403
S4 0.7964 0.8041 0.8358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8482 0.8386 0.0096 1.1% 0.0000 0.0% 100% True False 3
10 0.8636 0.8386 0.0250 2.9% 0.0000 0.0% 38% False False 3
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.8482
2.618 0.8482
1.618 0.8482
1.000 0.8482
0.618 0.8482
HIGH 0.8482
0.618 0.8482
0.500 0.8482
0.382 0.8482
LOW 0.8482
0.618 0.8482
1.000 0.8482
1.618 0.8482
2.618 0.8482
4.250 0.8482
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 0.8482 0.8473
PP 0.8482 0.8464
S1 0.8482 0.8455

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

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